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Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Tkacz, Greg - 2000

Persistent link: https://www.econbiz.de/10001453451

Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Tkacz, Greg (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 19-32

Persistent link: https://www.econbiz.de/10001769739

An intuitive guide to wavelets for economists

Crowley, Patrick M. - 2005

Persistent link: https://www.econbiz.de/10002789758

A guide to wavelets for economists

Crowley, Patrick M. - In: Journal of economic surveys 21 (2007) 2, pp. 207-267

Persistent link: https://www.econbiz.de/10003437071

AK growth models : new evidence based on fractional integration and breaking trends

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149

Persistent link: https://www.econbiz.de/10003847506

An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate

Lo, Ingrid - 2005

Persistent link: https://www.econbiz.de/10003247083

The real-time properties of the Bank of Canada's staff output gap estimates

Champagne, Julien; Poulin-Bellisle, Guillaume; Sekkel, … - 2016

We study the revision properties of the Bank of Canada's staff output gap estimates since the mid-1980s. Our results …

Persistent link: https://www.econbiz.de/10011490884

An Intuitive Guide to Wavelets for Economists

Crowley, Patrick M. - 2006

Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing...

Persistent link: https://www.econbiz.de/10014062764

Nonparametric tests of stochastic dominance in income distributions

Anderson, Gordon - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1183-1193

Persistent link: https://www.econbiz.de/10001206917

Bayesian estimation of duration models : an application of the multiperiod probit model

Campolieti, Michele - In: Empirical economics : a journal of the Institute for … 22 (1997) 3, pp. 461-480

Persistent link: https://www.econbiz.de/10001227184