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CONTENTS OF VOLUME
Articles 1 117 237
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alternative American Statistical Association analysis applied approximation assume assumption asymptotic distribution autocorrelation autoregressive Bayes factors Bayesian bootstrap break date coefficients cointegration column component computed conditional consider cost covariance covariance matrix critical values data set defined denote density Econometrica Econometrics Economic Statistics effects elasticities empirical equation esti evidence example exogenous expectations F statistic finite-sample forecasts function heteroscedasticity implies income interest rates Journal of Business kurtosis least squares linear markup matrix mean method normal Note null hypothesis Number of returns observations obtained outlier output period Perron posterior posterior probabilities prior probability procedure propensity random recursive regression regressors reject reported Research residuals restrictions sample Section selected serial correlation shift significant simulation specification standard deviation standard errors stationary stochastic Stock Table test statistics Theorem theory timates tion trend unit root Univ variables variance vector weights yield curve