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which are strongly mixing or L1 near epoch dependent on an absolutely regular process. For this purpose, we prove an almost …
Persistent link: https://www.econbiz.de/10010875083
additional conditions on the loss functions (satisfied by the quadratic loss function) and for uniformly mixing processes, we …
Persistent link: https://www.econbiz.de/10011008551
useful mixing results are obtained by establishing appropriate versions of geometric ergodicity. The results are applied to a …
Persistent link: https://www.econbiz.de/10010956390
education policy. I analyze two polar education systems -tracking and mixing- and propose several criteria for their comparison … substitutes, all risk averse individuals prefer mixing. …
Persistent link: https://www.econbiz.de/10005385019
Tools and approaches are provided for nonlinear time series modelling in econometrics. A wide range of topics is covered, including probabilistic properties, statistical inference and computational methods. The focus is on the applications but the ideas of the mathematical arguments are also...
Persistent link: https://www.econbiz.de/10005078684
study this link using two notions of temporal dependence: beta-mixing and rho-mixing. We show that beta-mixing and rho-mixing … rho-mixing, we show that they are still beta-mixing except that the decay rates are slower than exponential. For such …
Persistent link: https://www.econbiz.de/10005087377
Persistent link: https://www.econbiz.de/10014549750
in stationary Markov chains using copula functions. We obtain sucient conditions for a geometric rate of mixing in models … of this kind. Geometric beta-mixing is established under a rather strong sucient condition that rules out asymmetry and … tail dependence in the copula function. Geometric rho-mixing is obtained under a weaker condition that permits both …
Persistent link: https://www.econbiz.de/10010536467
method to expand the test statistic around the population truth and establish asymptotic normality under $\beta -$mixing …
Persistent link: https://www.econbiz.de/10010536485
Persistent link: https://www.econbiz.de/10009402348