• Tidak ada hasil yang ditemukan

07350015%2E2014%2E920614

N/A
N/A
Info
Unduh - Bebas
Protected

Academic year: 2017

Membagikan "07350015%2E2014%2E920614"

Copied!
9
0
0

Memuat.... (Lihat teks lengkap sekarang)

Unduh sekarang ( 9 Halaman )

Teks penuh

Loading

Gambar

Table 1. The empirical size for the studied tests with asymptotic nominal level 1%, 5%, 10% and a = 1.1, b = 11, c = 0.5
Figure 1. The empirical power of the Wlevel is 5% and we takeb, Wst, and Ww tests for fixed sample size T = 500 and varying c parameter
Table 5. The p-values of the Wst, Ww, and Wb tests for testinginstantaneous causality between the U.S
Figure 3. The Nadaraya-Watson kernel estimation of the covariance structure �Patilea and Ra¨ıssi (12(r) for the two datasets

Referensi

Unduh sekarang ( PDF - 9 Halaman - 604.83 KB )

Garis besar

07350015%2E2014%2E920614

Dokumen terkait

07350015%2E2014%2E969430

An interesting implication of closely related work in Clark and McCracken (2012) is that even when one is testing the null hypothesis of equal MSPEs of forecasts from nested models

07350015%2E2014%2E945589

Our procedure results in tests statistics with asymptotic distribution depending only on the number of common trends under the null hypothesis of rank r, and on the interval of

07350015%2E2012%2E707582

We propose a method to estimate the intraday volatility of a stock by integrating the instantaneous conditional return variance per unit time obtained from the