標(biāo)題: Titlebook: New Developments in Time Series Econometrics; Jean-Marie Dufour (Director of the C.R.D.E. (Centr Conference proceedings 1994 Physica-Verla [打印本頁(yè)] 作者: 巡洋 時(shí)間: 2025-3-21 17:48
書(shū)目名稱New Developments in Time Series Econometrics影響因子(影響力)
書(shū)目名稱New Developments in Time Series Econometrics影響因子(影響力)學(xué)科排名
書(shū)目名稱New Developments in Time Series Econometrics網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱New Developments in Time Series Econometrics網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱New Developments in Time Series Econometrics被引頻次
書(shū)目名稱New Developments in Time Series Econometrics被引頻次學(xué)科排名
書(shū)目名稱New Developments in Time Series Econometrics年度引用
書(shū)目名稱New Developments in Time Series Econometrics年度引用學(xué)科排名
書(shū)目名稱New Developments in Time Series Econometrics讀者反饋
書(shū)目名稱New Developments in Time Series Econometrics讀者反饋學(xué)科排名
作者: 沐浴 時(shí)間: 2025-3-21 20:25 作者: 內(nèi)向者 時(shí)間: 2025-3-22 03:56
Usefulness of Linear Transformations in Multivariate Time-Series Analysisseries. The topics considered include vector ARMA models, principal component analysis, scalar component models, canonical correlation analyses, co-integration, and unit-root tests. We illustrate the methods considered by an example using Taiwan’s interest-rate series and provide critiques of these developments.作者: 手段 時(shí)間: 2025-3-22 05:50
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Seriesvaluation of the predictive value of accounting for seasonal cointegration shows that seasonal cointegration may be difficult to exploit to improve predictive accuracy even in cases where seasonal non-cointegration is clearly rejected on statistical grounds. The findings from the real-world examples are corroborated by Monte Carlo simulation.作者: Corral 時(shí)間: 2025-3-22 11:23 作者: 表臉 時(shí)間: 2025-3-22 14:39 作者: Etymology 時(shí)間: 2025-3-22 19:22
New Developments in Time Series Econometrics: An Overviewnot be made independent and optimal experimental designs are not available, modeling and inference often require an exceptional degree of sophistication. Fortunately, in recent years, statistical methods for the analysis of time series have developed considerably and several remarkable innovations have been introduced.作者: Thyroxine 時(shí)間: 2025-3-22 23:38 作者: aggrieve 時(shí)間: 2025-3-23 01:38
On the (Mis)Specification of Seasonality and its Consequences: An Empirical Investigation with US Daerties of the adjusted series. We also investigate which procedures are most appropriate given the properties of the data. Overall, we find very significant differences and evidence that several U.S. macroeconomic time series contain a mixture of deterministic and stochastic seasonal components.作者: Fibrinogen 時(shí)間: 2025-3-23 06:53
A Note on Johansen’s Cointegration Procedure when Trends are Present Johansen’s method by including a vector of deterministic linear trends in the estimated model. We present tabulated critical values of the maximal eigenvalue and trace statistics appropriate for this case. We discuss the circumstances under which our modification may be useful.作者: jealousy 時(shí)間: 2025-3-23 10:51 作者: 阻止 時(shí)間: 2025-3-23 14:11
Inference in Expectations Models of the Term Structure: A Non-parametric Approach We find some evidence against the expectations theory of the term structure in U.S. data, but not in Canadian. We also investigate the possible explanation of a link between forecast error and the yield spread through models of time-variation in the liquidity premium.作者: 講個(gè)故事逗他 時(shí)間: 2025-3-23 19:30 作者: Feigned 時(shí)間: 2025-3-24 00:41 作者: 2否定 時(shí)間: 2025-3-24 05:43
Conference proceedings 1994 worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.作者: 凌辱 時(shí)間: 2025-3-24 10:03
Jean-Marie Dufour,Baldev Raj doch, was in meinen Kr?ften steht, dazu beizutragen, da?, wenn man wieder zur Gastheorie zurückgreift, nicht allzuviel noch einmal entdeckt werden mu?, nahm ich in das vorliegende Buch nun auch die schwierigsten, dem Mi?verst?ndnis am meisten ausgesetzten Teile der Gasttheorie auf.”作者: 墊子 時(shí)間: 2025-3-24 11:09
doch, was in meinen Kr?ften steht, dazu beizutragen, da?, wenn man wieder zur Gastheorie zurückgreift, nicht allzuviel noch einmal entdeckt werden mu?, nahm ich in das vorliegende Buch nun auch die schwierigsten, dem Mi?verst?ndnis am meisten ausgesetzten Teile der Gasttheorie auf.”作者: Ventricle 時(shí)間: 2025-3-24 16:55
Franz C. Palm,H. M. M. Peeters,G. A. Pfann doch, was in meinen Kr?ften steht, dazu beizutragen, da?, wenn man wieder zur Gastheorie zurückgreift,nicht allzuviel noch einmal entdeckt werden mu?, nahm ich in das vorliegende Buch nun auch die schwierigsten, dem Mi?verst?ndnis am meisten ausgesetzten Teile der Gasttheorie auf.“作者: Carbon-Monoxide 時(shí)間: 2025-3-24 21:39
Helmut Lütkepohlt für die Translation des Massenschwerpunktes des Moleküls darstellt, ε.(rot) für die Rotation des Moleküls, ε.(vib) für die Molekülschwingung und ε.(el) für die Elektronenanregung des Moleküls. Wenn die Energieeigenwerte der einzelnen Bewegungsformen wie in Gl. [5.2] voneinander unabh?ngig sind, l?作者: expound 時(shí)間: 2025-3-25 00:47
chen zur sogenannten .. Wenn man den Druck des Gases bestimmen will, ist man an diesen Fluktuationen aber nicht interessiert und mittelt über eine gro?e Zahl von St??en, indem man die Kraft auf eine hinreichend gro?e Fl?che mi?t. Der Druck h?ngt somit nur von der . Teilchenzahldichte des Gases und d作者: NUL 時(shí)間: 2025-3-25 04:34 作者: 柱廊 時(shí)間: 2025-3-25 07:58
Robert M. Kunstich über das mit den ?lteren Methoden Erreichbare hinausgelangen. Alle diese Rechnungen erfordern einen sehr erheblichen mathematischen Aufwand. Wir k?nnen daher nur eine Einführung in die Art der Behandlung und eine übersicht über die wichtigsten Resultate geben. Für eingehenderes Studium verweisen作者: Gorilla 時(shí)間: 2025-3-25 11:56
Ching-Fan Chung,Richard T. Baillie Theorie der lokalisierten Monoschicht-Adsorption. Der Ferromagnetismus und verwandte magnetische Ph?nomene beruhen auf den Einstellungsm?glichkeiten des magnetischen Spinmoments der Atome eines Kristalls. Die statistische Theorie dieser Ordnungserscheinungen geht auf . und . (1926) zurück. Das Isin作者: 明確 時(shí)間: 2025-3-25 18:33 作者: 甜食 時(shí)間: 2025-3-25 20:17 作者: Petechiae 時(shí)間: 2025-3-26 03:33
New Developments in Time Series Econometrics978-3-642-48742-2Series ISSN 1431-8830 Series E-ISSN 2196-8950 作者: 尊嚴(yán) 時(shí)間: 2025-3-26 07:27
VAR Modelling and Haavelmo’s Probability Approach to Macroeconomic ModellingSome recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with a analysis of the long-run and short-run structure in Danish monetary data.作者: gregarious 時(shí)間: 2025-3-26 10:58 作者: Agnosia 時(shí)間: 2025-3-26 16:04 作者: 危機(jī) 時(shí)間: 2025-3-26 20:06 作者: 無(wú)動(dòng)于衷 時(shí)間: 2025-3-26 23:29 作者: conference 時(shí)間: 2025-3-27 04:13 作者: 無(wú)能力之人 時(shí)間: 2025-3-27 07:12 作者: ingestion 時(shí)間: 2025-3-27 12:39 作者: WITH 時(shí)間: 2025-3-27 17:39
Eric Ghysels,Hahn S. Lee,Pierre L. Siklost, sofern es sich um . handelt. Die Molekülzustandssumme . l??t sich im Prinzip immer berechnen, wenn die quantenmechanischen Energieniveaus ε. mit ihrem Entartungsgrad g. bekannt sind. Bei zwei- und mehratomigen Molekülen gibt es wegen der überlagerung verschiedener Bewegungsformen (Translation und作者: 藝術(shù) 時(shí)間: 2025-3-27 18:58 作者: 不妥協(xié) 時(shí)間: 2025-3-27 23:46
Ching-Fan Chung,Richard T. Baillies periodischen Gitters gebunden sind. Wegen der geometrisch wohldefinierten Anordnung der Gitterbausteine wird die Berechnung der Konfigurationszustandssumme wesentlich erleichtert. Eine grundlegende Rolle spielt dabei die Abz?hlung von Anordnungsm?oglichkeiten der verschiedenen Typen von Bausteinen作者: gustation 時(shí)間: 2025-3-28 04:04
New Developments in Time Series Econometrics: An Overviewhered by official agencies or other investigators. This raises two basic problems for econometric modeling: first, to understand the dynamic structure of such series, both individually (e.g., stationarity and persistence properties) and jointly (dynamic relations between series); second, to use thes作者: 小平面 時(shí)間: 2025-3-28 07:13 作者: painkillers 時(shí)間: 2025-3-28 12:23
Inference in Expectations Models of the Term Structure: A Non-parametric Approachpreted as efficiency tests. Efficiency is rejected in many studies. Inference is complicated, however, by the non-normality of regression residuals, invalidating standard parametric test procedures. The present paper examines these rejections using robust diagnostic methods and non-parametric tests.作者: Microaneurysm 時(shí)間: 2025-3-28 17:14 作者: 大量 時(shí)間: 2025-3-28 20:31
Parameter Constancy in Cointegrating Regressions is the one-sided version of the Lagrange Multiplier (LM) test. Its limit distribution is non-standard but is nuisance parameter free and can be represented in terms of a stochastic bridge process which is tied down like a Brownian bridge but relies on a random rather than a deterministic fraction t作者: indicate 時(shí)間: 2025-3-29 00:45 作者: Slit-Lamp 時(shí)間: 2025-3-29 04:12
The Sources of the U.S. Money Demand Instabilitytural breaks were found in the 1970s and the 1980s. In the present study a money demand function is specified in error-correction-form which involves real . 1, real ., the deflator and a short-term interest rate. Using flexible least squares it is shown for the U.S. that the long-run coefficients of作者: HAWK 時(shí)間: 2025-3-29 08:45
On the (Mis)Specification of Seasonality and its Consequences: An Empirical Investigation with US Da procedures make assumptions, either implicitly or explicitly, about roots on the unit circle both at the zero and seasonal frequencies. Consequently, seasonal-adjustment procedures may produce spurious seasonal variation and other statistically undesirable effects. In this paper we document for a l作者: myalgia 時(shí)間: 2025-3-29 15:27
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Serieslso a dual notion of common trends, is adopted for the seasonal case. The features are demonstrated in exemplary models for German and U.K. data. An evaluation of the predictive value of accounting for seasonal cointegration shows that seasonal cointegration may be difficult to exploit to improve pr作者: 離開(kāi) 時(shí)間: 2025-3-29 18:24
A Note on Johansen’s Cointegration Procedure when Trends are Presentinistic linear time trends. We distinguish “stochastic” and “deterministic” cointegration, arguing that stochastic cointegration is sufficient for the existence of an error correction representation and that it is often the hypothesis of interest in empirical applications. We show that Johansen’s (1作者: fructose 時(shí)間: 2025-3-29 19:51 作者: 值得贊賞 時(shí)間: 2025-3-30 00:22
10樓作者: 壯麗的去 時(shí)間: 2025-3-30 08:03
10樓作者: Conflagration 時(shí)間: 2025-3-30 08:25
10樓
