JER, 第 6 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1999 |
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第 1 到 3 筆結果,共 17 筆
第 11 頁
... prediction intervals for AR models . Kim ( 2001 ) simulated a wide range of univariate and bivariate AR models . with or without linear time trend , under normal and non - normal inno- vations including Student t and ARCH . It is found ...
... prediction intervals for AR models . Kim ( 2001 ) simulated a wide range of univariate and bivariate AR models . with or without linear time trend , under normal and non - normal inno- vations including Student t and ARCH . It is found ...
第 18 頁
... prediction intervals from AR models based on the direct and indirect methods . It can be seen from the first graph that the prediction intervals generated from the indirect method are wider over the entire forecasting period in the case ...
... prediction intervals from AR models based on the direct and indirect methods . It can be seen from the first graph that the prediction intervals generated from the indirect method are wider over the entire forecasting period in the case ...
第 26 頁
... prediction regions for vector au- toregression , " International Journal of Forecasting 15 , 1999 , 393- 403 . Kim , J.H. , “ Bootstrap - after - bootstrap prediction intervals for autore- gressive models , " Journal of Business and ...
... prediction regions for vector au- toregression , " International Journal of Forecasting 15 , 1999 , 393- 403 . Kim , J.H. , “ Bootstrap - after - bootstrap prediction intervals for autore- gressive models , " Journal of Business and ...
內容
Shahidur Rahman Sandly Sian Li Ngiang Serina | 29 |
A Difficult Tradeoff | 45 |
Manwoo Lee and Sangwhan Lho Optimal Linear Income | 59 |
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abnormal returns absolute risk aversion agents assets assume assurance problem bias-correction bootstrap bt+1 bt+2 CALIFORN capital controls changes companies competition consumers consumption decrease denoted devaluation domestic Doosan dynamic eco-friendly product eco-label Economic Research effect efficiency wage employees environmental accidents Equation estimated expected inflation financial performance firms forward rate process framework Hanyang University increase indirect forecasting indirect method individual inflation rate International Korea Korea University labor participation rate land price legislated minimum wage LG Chemical martingale process measure modified golden rule Network nexus of contracts nominal interest rate number of paddocks optimal tax optimal tax rate p-value paper PEMP percent period prediction intervals PROA PROA and PROE Pt+1 rangeland real exchange rate relationship retrenchment risk aversion SAN DIEGO short duration grazing solution speculative bubble spot rate St+1 steady structure of interest term structure test statistic unemployment rate UNIVER unskilled workers