Jump to ContentJump to Main Navigation

You are looking at 1-8 of 8 items

  • Keywords: asymptotic theory x
Clear All Modify Search

View:

Unit‐Root Asymptotic Theories (I)

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0004
Subject:
Economics and Finance, Econometrics

This chapter introduces extended asymptotic theories on the unit root developed in Fuller (1976), Dickey and Fuller (1979), Phillips (1987), and Phillips and Perron (1988) among others. The theories ... More


On semiparametric inference

Andrea Rotnitzky

in Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

Published in print:
2005
Published Online:
September 2007
ISBN:
9780198566540
eISBN:
9780191718038
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198566540.003.0006
Subject:
Mathematics, Probability / Statistics

This chapter reviews some key elements of semiparametric theory and the contributions of semiparametric inference to the challenge posed by high-dimensional data, for which the specification of ... More


Properties of Integrated Processes

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0003
Subject:
Economics and Finance, Econometrics

Presents the important properties of integrated variables and sets out some of the preliminary asymptotic theories essential for the consideration of such processes. It explores the concepts of unit ... More


Asymptotic Inference Theories on Co‐Integrated Regressions *

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0013
Subject:
Economics and Finance, Econometrics

This chapter analyses co-integrated regressions. It considers the cases where Δxt is i.i.d without a drift, Δxt is still i.i.d. but has a deterministic drift, and Δxt is serially correlated. It ... More


Unit‐Root Asymptotic Theories (II)

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0006
Subject:
Economics and Finance, Econometrics

This chapter brings together three unrelated topics of asymptotic theories. It presents a mathematical analysis of tests on the case where {Δxt} is i.i.d., possibly with a non-zero mean. It explains ... More


Stochastic Limit Theory: An Introduction for Econometricians

James Davidson

Published in print:
1994
Published Online:
November 2003
ISBN:
9780198774037
eISBN:
9780191596117
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774036.001.0001
Subject:
Economics and Finance, Econometrics

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first half provides a handbook and reference for the ... More


Econometric Tools and Techniques

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0003
Subject:
Economics and Finance, Econometrics

Least squares and recursive methods for estimating the values of unknown parameters and the logic of testing in empirical modelling, are discussed. The tools needed for investigating the properties ... More


Relativistic Quantum Fields

Laurent Baulieu, John Iliopoulos, and Roland Sénéor

in From Classical to Quantum Fields

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198788393
eISBN:
9780191830310
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198788393.003.0012
Subject:
Physics, Particle Physics / Astrophysics / Cosmology, Theoretical, Computational, and Statistical Physics

The general formulation of quantum field theory. The Wightman axioms. The PCT and spin-statistics theorems. The assumption for the existence of asymptotic states. The reduction formulae and ... More


View: