Zoekresultaten
Resultaat 1 - 5 (van 5)
André Lucas Outlier robust unit root analysis
This book focuses on statistical methods for discriminating between competing models for the long-run behavior of economic time series. Traditional methods that are used in this context are sensitive to outliers in the data. Therefore, this book considers alternative methods that take into account the possibility that not all observations are generated by the postulated model. These methods are called outlier robust. The basic principle underlying outlier robust methods is that discordant observations...
Non-fictie
Engels | 239 pagina's | Thesis Publishers, Amsterdam | 1996
Gedrukt boek
Marc G. Genton | André Lucas Comprehensive definitions of breakdown-points for independent and dependent observations
Non-fictie
Engels | 19 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Patrick A. Groenendijk | André Lucas | Casper G. de Vries A hybrid joint moment ratio test for financial time series
Non-fictie
Engels | 42 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
H. Peter Boswijk | André Lucas Semi-nonparametric cointegration testing
Non-fictie
Engels | 23 pagina's | Vrije Universiteit, Amsterdam | 1997
Gedrukt boek
Philip Hans Franses | André Lucas Outlier robust cointegration analysis
Non-fictie
Engels | 22 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek