First Page | Document Content | |
---|---|---|
Date: 2016-06-29 07:22:29Economics Labour economics Macroeconomic model Autoregressive conditional heteroskedasticity Economy | A Distributional Framework for Matched Employer Employee Data ∗ St´ephane BonhommeAdd to Reading ListSource URL: www.lamadon.comDownload Document from Source WebsiteFile Size: 792,39 KBShare Document on Facebook |
Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1DocID: 1rjRw - View Document | |
Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014DocID: 1rjdO - View Document | |
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡DocID: 1rgRd - View Document | |
Microsoft Word - EBVM13docxDocID: 1raO6 - View Document | |
A Distributional Framework for Matched Employer Employee Data ∗ St´ephane BonhommeDocID: 1r913 - View Document |