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  • Search: subject:"Variance Stability"
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Year of publication
Subject
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Heteroskedasticity 3 KPSS test 3 Mean stability 3 Time series analysis 3 VS test 3 Variance stability 3 Zeitreihenanalyse 3 Autoregressive Process 2 Einheitswurzeltest 2 Estimation theory 2 External Reserves 2 Heteroscedasticity 2 Heteroskedastizität 2 Payment Imbalances 2 Schätztheorie 2 Statistical theory 2 Statistische Methodenlehre 2 Transformation 2 Unit root test 2 Variance Stability 2 Autocorrelation 1 Autokorrelation 1 Außenwirtschaftliches Gleichgewicht 1 External balance 1 Externalities 1 Externer Effekt 1 Foreign exchange reserves 1 Nigeria 1 Rational Bubbles 1 Run Test 1 Tail Test 1 Theorie 1 Theory 1 Variance Stability Test 1 Währungsreserven 1
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Online availability
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Free 6
Type of publication
All
Article 3 Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 5 Undetermined 1
Author
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Dalla, Violetta 3 Giraitis, Liudas 2 Iwueze, Iheanyichukwu S. 2 Nlebedim, Valentine U. 2 Nwogu, Eleazar C. 2 Phillips, Peter C. B. 2 DÍAZ, FERNANDO 1 Giratis, Liudas 1 Phillips, Peter C.B. 1 SÁNCHEZ, RODRIGO 1
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Published in...
All
Abante 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 Cowles Foundation discussion paper 1 Working Paper 1 Working paper 1
Source
All
ECONIS (ZBW) 3 EconStor 2 RePEc 1
Showing 1 - 6 of 6
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Testing mean stability of heteroskedastic time series
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C.B. - 2015
easily implemented statistical procedures to test the mean and variance stability of uncorrelated and serially dependent time …
Persistent link: https://www.econbiz.de/10011460772
Saved in:
Cover Image
Testing mean stability of heteroskedastic time series
Dalla, Violetta; Giratis, Liudas; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312317
Saved in:
Cover Image
Testing mean stability of heteroskedastic time series
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2015
easily implemented statistical procedures to test the mean and variance stability of uncorrelated and serially dependent time …
Persistent link: https://www.econbiz.de/10011405222
Saved in:
Cover Image
Time series modeling of Nigeria external reserves
Iwueze, Iheanyichukwu S.; Nwogu, Eleazar C.; Nlebedim, … - In: CBN Journal of Applied Statistics 04 (2013) 2, pp. 111-128
This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to...
Persistent link: https://www.econbiz.de/10011482593
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Cover Image
Time series modeling of Nigeria external reserves
Iwueze, Iheanyichukwu S.; Nwogu, Eleazar C.; Nlebedim, … - In: CBN journal of applied statistics 4 (2013) 2, pp. 111-128
This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to...
Persistent link: https://www.econbiz.de/10011474689
Saved in:
Cover Image
ACCIONES TECNOLÓGICAS: ¿UN EPISODIO DE BURBUJAS ESPECULATIVAS EN EL MERCADO?
DÍAZ, FERNANDO; SÁNCHEZ, RODRIGO - In: Abante 4 (2001) 1, pp. 37-82
On April 14, 2000 the New York stock exchange experienced one of the more strong falls of the last ten years. The abrupt crumbling of the NASDAQ Composite Index, index that groups the so called New Technologies companies, after two years of important earnings of capital gave origin to a current...
Persistent link: https://www.econbiz.de/10005690192
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