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Estimation theory / Estimator / Normal distribution / Bias of an estimator / Efficiency / Statistics / Statistical inference / Statistical theory


Using mean reversion as a measure of persistence
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Document Date: 2005-09-13 10:15:32


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File Size: 1,54 MB

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City

Frankfurt / Frankfurt am Main / /

Country

Germany / /

Currency

USD / EUR / /

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Facility

Brandeis University / /

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IndustryTerm

Internet http /

Organization

Brandeis University / Banco de Portugal / Board of Governors of the Federal Reserve System / European Central Bank / Universitat Pompeu Fabra / Research Department / /

Person

Matteo Ciccarelli / Vítor Gaspar / James Stock / Jordi Galí / Silvia Fabiani / Stephen Cecchetti / José Ferreira Machado / José Maria Brandão de Brito / Michael Ehrmann / Philip Vermeulen / Andrew Levin / Vitor Gaspar / Carlos Robalo Marques / Daniel Dias / João Santos Silva / Ignazio Angeloni / Jordi Gali / Carlos Robalo / /

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Position

author / Chairman / model for the series under investigation / Secretary / producer / Corresponding author / general data generating process / /

URL

http /

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