A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model
Year of publication: |
2012
|
---|---|
Authors: | Abadir, Karim Maher |
Other Persons: | Lucas, André (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 119, No. 1, p. 45, 2004 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S., (1999)
-
Approximations to the distribution of conditional moment test statistics
Smith, Richard J., (2000)
-
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
- More ...
-
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher, (2000)
-
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher, (2004)
-
Quantiles for t-statistics based on M-estimators of unit roots
Abadir, Karim Maher, (2000)
- More ...