Showing 1 - 10 of 62,631
Persistent link: https://www.econbiz.de/10003932344
Persistent link: https://www.econbiz.de/10009629515
Persistent link: https://www.econbiz.de/10010363896
Persistent link: https://www.econbiz.de/10009614389
macroeconomics and finance. It is wellknown that standard asymptotic likelihood ratio tests for co-integration rank f Johansen (1996 … delivers consistent cointegration rank estimation for general I(1) processes. Finite sample Monte Carlosimulations show the …
Persistent link: https://www.econbiz.de/10013147987
Persistent link: https://www.econbiz.de/10012386990
This study considers the forecasting of mortality rates in multiple populations. We propose a model that combines mortality forecasting and functional data analysis (FDA). Under the FDA framework, the mortality curve of each year is assumed to be a smooth function of age. As with most of the...
Persistent link: https://www.econbiz.de/10011643355
macroeconomics and finance. It is wellknown that standard asymptotic likelihood ratio tests for co-integration rank of Johansen (1996 … delivers consistent cointegration rank estimation for general I(1) processes. Finite sample Monte Carlo simulations show the …
Persistent link: https://www.econbiz.de/10014198029
In a recent paper Cavaliere et al. (2012) develop bootstrap implementations of the (pseudo-) likelihood ratio [PLR] co-integration …
Persistent link: https://www.econbiz.de/10014166032
Persistent link: https://www.econbiz.de/10013260145