Idioma:

Heteroskedastic cointegration

Antônio Delfim Netto 1928-

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária ACERVO DELFIM NETTO (A25.20.19 )(Acessar)

Título:
Heteroskedastic cointegration
Autor: Antônio Delfim Netto 1928-
Assuntos: ESTATÍSTICA
Descrição: Heteroskedastic cointegration Statistical inference in instrumental variables regression with I processes Testing AR against MA disturbances in the linear regression model: an alternative procedure Computing p-values for the generalized Durbin-Watson and other invariant test statistics Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection The power problems of unit root tests in time series with autoregressive errors A spectral analysis of the australian business cycle Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market
Editor: S.l. s.n
Data de criação/publicação: 19--
Formato: 1 v.
Idioma: Inglês

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