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In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without … residuals were iid. Applications to changepoint problems and goodness-of-fit are considered, in particular CUSUM statistics for …
Persistent link: https://www.econbiz.de/10005710032
We propose three residual-based tests for conditional dynamic asymmetry. Estimation is performed under the null hypothesis of constant asymmetry of the innovations and, in a second step, the tests are performed either through a parametric model or a nonparametric method (runs). The working...
Persistent link: https://www.econbiz.de/10005827113
A highly disaggregated emissions factor model is presented. The model generates changes in emissions and resource use by state and 6-digit NAICS sector. Removal of all U.S. import restrictions is examined. Results for agriculture show that composition effects explain highly varied regional...
Persistent link: https://www.econbiz.de/10005801431
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't map the materials flow involved completely and hides, moreover, the exact links between production, residuals generation … efficiency-restoring taxation of multiple and interdependent residuals generated in the transformation processes of production …
Persistent link: https://www.econbiz.de/10005181310
We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative … to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using … real and simulated data are provided. The results favour one of the residuals we propose. …
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