Identification and estimation in non-fundamental structural VARMA models
C Gouriéroux, A Monfort… - The Review of Economic …, 2020 - academic.oup.com
The basic assumption of a structural vector autoregressive moving average (SVARMA)
model is that it is driven by a white noise whose components are uncorrelated or …
model is that it is driven by a white noise whose components are uncorrelated or …
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA
CV Rodríguez-Caballero, D Ventosa-Santaulària - Energy Economics, 2017 - Elsevier
We study the relationship and the causal link between Electric Power Consumption, EPC,
and Gross Domestic Product, GDP (both per capita) for 17 countries in Latin America …
and Gross Domestic Product, GDP (both per capita) for 17 countries in Latin America …
[HTML][HTML] Tests for skewness and kurtosis in the one-way error component model
AF Galvao, G Montes-Rojas, W Sosa-Escudero… - Journal of Multivariate …, 2013 - Elsevier
This paper derives tests for skewness and kurtosis for the panel data one-way error
component model. The test statistics are based on the between and within transformations of …
component model. The test statistics are based on the between and within transformations of …
Exact skewness–kurtosis tests for multivariate normality and goodness‐of‐fit in multivariate regressions with application to asset pricing models
JM Dufour, L Khalaf… - Oxford Bulletin of …, 2003 - Wiley Online Library
We study the problem of testing the error distribution in a multivariate linear regression
(MLR) model. The tests are functions of appropriately standardized multivariate least …
(MLR) model. The tests are functions of appropriately standardized multivariate least …
[PDF][PDF] Omnibus tests for multivariate normality based on a class of maximum entropy distributions
CM Urzua - Applying Maximum Entropy to Econometric Problems, 1997 - researchgate.net
This chapter provides omnibus tests for multivariate normality of both observations and
residuals. They are derived by considering as the alternatives to the multivariate normal a …
residuals. They are derived by considering as the alternatives to the multivariate normal a …
Testing multivariate distributions in GARCH models
J Bai, Z Chen - Journal of Econometrics, 2008 - Elsevier
In this paper, we consider testing distributional assumptions in multivariate GARCH models
based on empirical processes. Using the fact that joint distribution carries the same amount …
based on empirical processes. Using the fact that joint distribution carries the same amount …
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes
M Ausloos, R Cerqueti - Journal of applied statistics, 2018 - Taylor & Francis
In this paper, we propose that relations between high-order moments of data distributions,
for example, between the skewness (S) and kurtosis (K), allow to point to theoretical models …
for example, between the skewness (S) and kurtosis (K), allow to point to theoretical models …
A Robust Gaussian variogram estimator for cartography of hydrological extreme events
A Gutierrez-Lopez - Natural Hazards, 2021 - Springer
Kriging is used for spatial interpolation of geophysical and hydrological variables. This
technique requires the definition of a mathematical function of spatial correlation known as …
technique requires the definition of a mathematical function of spatial correlation known as …
A symmetric approach to Canadian meat demand estimation
J Eales - Journal of Agricultural and Resource Economics, 1996 - JSTOR
Variability in published meat demand elasticity estimates for Canada motivates examining
the importance of dynamics and endogeneity of right-hand-side variables. Wickens and …
the importance of dynamics and endogeneity of right-hand-side variables. Wickens and …
Grupos homogéneos de crecimiento y manipulación in vitro de seis cultivares comerciales de caña de azúcar en Venezuela
AG Zambrano, JR Dewey, V Gonzalez - Agronomia Tropical …, 1995 - agris.fao.org
Spanish; Castilian. Se estudio la dinamica de desarrollo del tejido calloso a seis cultivares
de cana de azucar, a fin de establecer el protocolo mas eficiente y la sincronizacion de las …
de cana de azucar, a fin de establecer el protocolo mas eficiente y la sincronizacion de las …