Sökning: "Lag-length"

Hittade 3 avhandlingar innehållade ordet Lag-length.

  1. 1. Aspecte of Bayesian Cointegration

    Författare :Mattias Villani; Daniel Thorburn; Rolf Larsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Cointegration; Estimation; Lag-length; Prediction; Restrictions; statistik; Statistics;

    Sammanfattning : .... LÄS MER

  3. 2. Bootstrap inference in time series econometrics

    Författare :Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. LÄS MER

  4. 3. Time Series and Macroeconomics: Studies in Demography and Monetary Policy

    Författare :Pär Österholm; Thomas Lindh; David Canning; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Macroeconomics; Time series econometrics; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. LÄS MER