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Testing the Box-Cox Parameter for an Integrated Process

Testing the Box-Cox Parameter for an Integrated Process
Digital文書・図像類
Huang, Jian, Kobayashi, Masahito, McAleer, MichaelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper750
Available onlineOther Libraries in Japan
  • Summary, etc.... model without mean reversion is shown to be......if there is no mean reversion, as is often the case in empi...
  • Subject Heading... of Volatility Mean Reversion Nonstandard distribution

Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys

Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys
Paper文書・図像類
Gibson, John, Kim, Bonggeun日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-658
Other Libraries in Japan
  • Subject HeadingJEL: C33, J64 Earnings mean reversion measurement error retrospecti...

Testing the Box-Cox Parameter in an Integrated Process

Testing the Box-Cox Parameter in an Integrated Process
Paper文書・図像類
Huang, Jian, Kobayashi, Masahito, McAleer, Michael日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-661
Other Libraries in Japan
  • Subject Heading... of volatility mean reversion nonstandard distribution JEL ...

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