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Showing 1 to 5 of 5 for “"Fractional integration"”.

  1. Fractional Integration and Political Modeling

    Lebo, Matthew JonathanUniversity of North Texas1999

    … dissertation investigates the consequences of fractional dynamics for political modeling. Using Monte Carlo analyses, Chapters II and III investigate the threats to statistical inference posed by including fractionally integrated variables in bivariate and multivariate regressions. Fractional …

    unt Repository record

  2. An investigation of the convolutions of kernels of the type xλ-tλ by a transform method and by fractional integration by parts

    Langebartel, Ray GartnerUniversity of Illinois at Urbana-Champaign1948

    uiuc Repository record

  3. Finding theoretical and empirical solutions to the three major puzzles of exchange rate economics : applications in respect of Southern African macroeconomic data

    University of Pretoria2008

    … Hinich and Chong (2007) class tests of fractional integration to ensure that a long memory process is not mistaken for a nonstationary process in finding solutions to the PPP puzzle. The results show that at 1 per cent and 5 per cent significance levels, the real exchange rates …

    pretoria Repository record

  4. Three essays on time series and macroeconomics

    Pérez Laborda, Alejandro2012

    alicante

  5. Essays on Regional Recessions, Spatial Interactions and Forecasting

    Shibaev, Sergei2017

    … capabilities of the recently developed fractionally cointegrated vector auto-regressive (FCVAR) model. The results show that the FCVAR model delivers superior forecast accuracy relative to a portfolio of existing alternatives. Furthermore, the forecasts generated by the FCVAR model …

    queens Repository record