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A.J. Phipps actual and expected Aemy Autoregressive available information Bera-Jarque C.V. Trend cointegration conditional distributions conditional heteroskedasticity conditional variance Constant Lags Constant D.J. Wright Diagnostics Economic estimation results exception of ERe(l Excess Kurtosis expected variables February forecast errors forecast horizons Groenewegen 203 F Hypothesis Testing interest rate expectations J.B. Towe January joint hypothesis Kalman filter Lags Constant Lags leptokurtic Level First Diff linear and non-linear linear serial correlation Ljung-Box test Log-Likelihood long run relationship market expectations maximum likelihood estimations means significance missing observations moving average errors moving average structure Newey-West correction OLS estimations optimality P.D. Groenewegen rate and interest rational expectations regressors risk neutrality root testing S-J Kim sample Skewness standard errors survey based survey forecasts Test for UEH test statistic testing the joint Trend and Constant Unbiased Expectations Hypothesis unbiasedness unit root USD exchange rates variance-covariance matrix Varoufakis Vht-i Wald test week ahead forecasts white noise