9783846547328 - infinite-variance stable errors and robust estimation procedures: a monte carlo study with empirical applications di serttaş, fatma özgü (9 risultati)
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 152.
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Infinite-Variance Stable Errors and Robust Estimation Procedures | A Monte Carlo Study with Empirical Applications | Fatma Özgü Sertta¿ | Taschenbuch | 152 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783846547328 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tar…pen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Gaussian normal error assumption is a basic assumption for co-integration tests. Ordinary Least Squares (OLS) based regression techniques are also widely used together with the normality assumption. To consider the heavy-tailed str…ucture observed in many economic and financial time series, new residual-based co-integration tests are developed and analyzed via Monte Carlo simulations. The new tests are based on Least Absolute Deviation (LAD) regressions, whose error structure follows the infinite-variance stable distribution. Empirical applications on Forward Rate Unbiasedness Hypothesis (FRUH) and Purchasing Power Parity (PPP) verify the need to make use of the infinite-variance stable distributions as the error distributions. 152 pp. Englisch.
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Da: moluna, Greven, , Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Serttas Fatma OezgueFatma Oezgue Serttas was born in Ankara, Turkey and graduated from T.E.D Ankara College in 1995. She attended Bilkent University and received her B.A. in Economics in 2000 and her M….A. in Economics in 2002. She obtain.
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 152 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 152.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Gaussian normal error assumption is a basic assumption for co-integration tests. Ordinary Least Squares (OLS) based regression techniques are also widely used together with the normality assumption. To consider the heavy-tailed structu…re observed in many economic and financial time series, new residual-based co-integration tests are developed and analyzed via Monte Carlo simulations. The new tests are based on Least Absolute Deviation (LAD) regressions, whose error structure follows the infinite-variance stable distribution. Empirical applications on Forward Rate Unbiasedness Hypothesis (FRUH) and Purchasing Power Parity (PPP) verify the need to make use of the infinite-variance stable distributions as the error distributions.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 152 pp. Englisch.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Gaussian normal error assumption is a basic assumption for co-integration tests. Ordinary Least Squares (OLS) based regression techniques are also widely used together with the normality assumption. To consider the heavy-tailed structur…e observed in many economic and financial time series, new residual-based co-integration tests are developed and analyzed via Monte Carlo simulations. The new tests are based on Least Absolute Deviation (LAD) regressions, whose error structure follows the infinite-variance stable distribution. Empirical applications on Forward Rate Unbiasedness Hypothesis (FRUH) and Purchasing Power Parity (PPP) verify the need to make use of the infinite-variance stable distributions as the error distributions.
