The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
نویسندگان
چکیده
منابع مشابه
Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems
The problem of portfolio choice is an example of sequential decision making under uncertainty. Investors must consider their attitudes towards risk and reward in face of an unknown future, in order to make complex financial choices. Often, mathematical models of investor preferences and asset return dynamics aid in this process, resulting in a wide range of portfolio choice paradigms, one of wh...
متن کاملStructural Changes in the Cointegrated Vector Autoregressive
This paper generalizes the cointegrated vector autoregressive model of Johansen (1988) to allow for structural changes. Estimation under various hypotheses is made possible by a new estimation technique, that makes it simple to derive a number of interesting likelihood ratio tests. E.g., the test for m structural changes against m+ k structural changes (occurring at fixed points in time), m ∈ N...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
mesuring the staff technology readiness, the case of a multi national chemical company operating in iran
چکیده ندارد.
15 صفحه اولa study of the fifth child and ben in the world by doris lessing in the light of julia kristevas psychoanalytic concepts
این مطالعه به بررسی عوامل روانشناختی کریستوادردو رمان دوربس لسینگ،فرزندبنجم و بن دردنیای واقعی می بردازد.موفقیت یا شکست کاراکترهادر تکمیل شکست تتیزی یه کمک بدر وهم از مهم ترین دغدغه محقق می باشد.به بررسی تحلیل روانشناختی تمامی کاراکترها خصوصا بن برداخته و به دنبال نشانه هایی از جامعه شیشه ای کریستوا می باشد.
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2003
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2003.00328.x