In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …

The mean-variance portfolio optimization theory of Markowitz assumes that stock returns are distributed according to …

inferential procedures. We develop theory for large sample inference based on the strong approximation of a sequence of series or …

bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong …

algorithm are developped. We apply this framework to a large panel of US monthly macroeconomic series. In particular, we …

algorithm are developed. We apply this framework to a large panel of US monthly macroeconomic series. In particular, we identify …

inference in nonparametric models with a continuum of inequalities. We develop asymptotic theory for our method based on the …

The first systematic research on Location Theory dates back to 1826. Quantitative approaches came much later. On the … Analysis, is composed of two methods: Ratio Analysis and Reference Point Theory and responds to the different conditions of …