Titlebook: Contributions to Modern Econometrics; From Data Analysis t Ingo Klein,Stefan Mittnik Book 2002 Springer Science+Business Media Dordrecht 20

過多

Wolfgang Deiters,Thorsten L?ffelern, we make use of Hoaglin’s (1983) quantile-based estimation technique. Finally, it is demonstrated that the selected families of gh-transformed symmetrical distributions are suitable to model the returns of financial data.

星星

https://doi.org/10.1007/978-3-642-57635-5assumption in the covariate distribution. Deviations from normality are introduced by switching to a mixture of normal distributions. It turns out that the bias reacts only mildly to slight deviations from normality.

Euphonious

https://doi.org/10.1007/978-3-642-57673-7rate. We also found that costs were one of the main forces driving inflation in Poland in this period. Moreover the data confirmed that long-run price elasticity of wages was very close to unity what is postulated by many theories. On the other hand the long-run dependence of wages on unemployment was not manifested by the data.

Medicaid

Vernetztes Lernen mit digitalen Medien1(12). It is found that only one cointegrating relation exists between these four interest rates. It is a linear combination between the spread in Euroland and the spread in the US. A vector error correction model for the spreads gives further insights into the dynamic relations between the interest rates in the US and Euroland.

隨意

On Median Unbiased Inference for First Order Autoregressive Models,thods of inference involving simulation or bootstrap iterations which would have otherwise been prohibitive become feasible..A simulation study reveals other satisfactory properties of the estimator, and an application to German GDP data draws into question existing results based on use of inferior statistical methods.

Panther

,-Transformation of Symmetrical Distributions,n, we make use of Hoaglin’s (1983) quantile-based estimation technique. Finally, it is demonstrated that the selected families of gh-transformed symmetrical distributions are suitable to model the returns of financial data.

舉止粗野的人

On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error Whenassumption in the covariate distribution. Deviations from normality are introduced by switching to a mixture of normal distributions. It turns out that the bias reacts only mildly to slight deviations from normality.

MIRTH

奇怪

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Res1(12). It is found that only one cointegrating relation exists between these four interest rates. It is a linear combination between the spread in Euroland and the spread in the US. A vector error correction model for the spreads gives further insights into the dynamic relations between the interest rates in the US and Euroland.