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Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics


USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*
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Document Date: 2004-11-29 08:12:02

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File Size: 1,98 MB

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USD / /

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bank / appropriate software / empirical applications / /

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Stock / /

Organization

Banco de Portugal / /

Person

José Ferreira Machado / Chen / José Maria Brandão de Brito / Carlos Robalo Marques / Daniel Dias / Andrews / João Santos Silva / /

Position

model for the inflation process / researcher / model for the series under investigation / general data generating process / /

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