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On the empirical characteristic function process of the residuals in GARCH models and applications

Gamero, M. Jiménez - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 409-432

residuals. Specifically, it is shown that such process uniformly converges to the population characteristic function (CF) of the … to calculate the residuals. Applications of the obtained results for testing symmetry and goodness-of-fit to the law of …

Persistent link: https://www.econbiz.de/10010994239

Approximating data with weighted smoothing splines

Meise, Monika; Davies, Paul Lyndon - Institut für Wirtschafts- und Sozialstatistik, … - 2005

n.a.

Persistent link: https://www.econbiz.de/10009216908

Primary and secondary markets

Kakarot-Handtke, Egmont - Volkswirtschaftliche Fakultät, … - 2011

the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at first give rise to the …

Persistent link: https://www.econbiz.de/10009277271

Residuals from two-step research designs

Jackson, Andrew - In: Accounting and finance 62 (2022) 4, pp. 4345-4358

Persistent link: https://www.econbiz.de/10013468251

Hierarchical equilibria of branching populations

Yu, Hao - Départment des sciences administratives, Université … - 2003

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

Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach

Lambert, Philippe; Laurent, Sébastien - European Centre for Advanced Research in Economics and … - 2008

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

The Environmental Impacts of Trade Liberalization: A Quantitative Analysis for the United States Using TEAM

Creason, Jared R.; Fisher, Michael; Semenova, Svetlana; … - In: Agricultural and Resource Economics Review 34 (2005) 1

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

Global property of error density estimation in nonlinear autoregressive time series models

Cheng, Fuxia - In: Statistical Inference for Stochastic Processes 13 (2010) 1, pp. 43-53

Persistent link: https://www.econbiz.de/10008533935

On the use of nonparametric regression for model checking

Azzalini, A.; Bowman, A.W.; Haerdle, W. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028222

Nonlinear Production, Abatement, Pollution and Materials Balance Reconsidered

Pethig, Rüdiger - CESifo - 2005

'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