Near observational equivalence and fractionally integrated processes

Repositorio e-Archivo

Near observational equivalence and fractionally integrated processes

Autor(es): Marmol, Francesc; Reboredo, Juan C.
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
Fecha de edición: 1998-06
Serie/Num.: UC3M Working papers. Statistics and Econometrics
98-38
Palabras clave: Near observational equivalence , Fractional integration and cointegration , Durbin-Watson statistic
URI: http://hdl.handle.net/10016/10611
Derechos: Atribución-NoComercial-SinDerivadas 3.0 España
Atribución-NoComercial-SinDerivadas 3.0 España

Resumen:

The aim of this paper is to study the presence of nearly observationally equivalence problems in fractionally integrated processes. In order to illustrate our results, by means of a Monte Carlo study, we analyse the finite sample behaviour of the usual Durbi [+]

Mostrar el registro completo del ítem

Impacto:

G o o g l e ™ Académico:Otros documentos del autor Near observational equivalence and fractionally integrated processes
 

Ficheros en el ítem

ADOBE PDF PREVIEW
Nombre: ws9838.pdf
Tamaño: 406.3Kb
Formato: PDF
OPENACCESS
*Click en la imagen del fichero para previsualizar.(Los elementos embargados carecen de esta funcionalidad)


Find Full text

Este ítem aparece en la(s) siguiente(s) colección(es)