Additional information Publisher's Note Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Rights and permissions Reprints and permissions About this article Cite this article Lee, T. Wild bootstrap Ljung–Box test for residuals of ARMA ...
It allows you to have an amazing new arsenal of weapons of the same era and join any one of the two sides, Japanese or American and get into the field to kill the enemies. Rising Storm allows you to accompany your fellow team mates in a four player squad, follow the maps and shoot ...
Historical Site, a moving tribute to an American icon. Browse through the former home of famous author Margaret Mitchell or pop into the Jimmy Carter Library and Museum for details on the life and times of the former president and his family. Whether you choose modern urban endeavors or o...
Fig. 3 Daily Kendall’s tau correlations among sovereign CDS of European, American, Asian, and African countries and sovereign CDS and sovereign bonds of peripheral European countries Full size image Fig. 4 Daily Kendall’s tau correlations between sovereign CDS markets, stock, and commodity marke...
American Economics Review 104: 195–99. [Google Scholar] [CrossRef] [Green Version] Andrews, Isaiah, and Anna Mikusheva. 2015. Maximum Likelihood Inference in Weakly Identified Dynamic Stochastic General Equilibrium Models. Quantitative Economics 1: 123–52. [Google Scholar] [CrossRef] [Green ...
American Economics Review 104: 195–99. [Google Scholar] [CrossRef] [Green Version] Andrews, Isaiah, and Anna Mikusheva. 2015. Maximum Likelihood Inference in Weakly Identified Dynamic Stochastic General Equilibrium Models. Quantitative Economics 1: 123–52. [Google Scholar] [CrossRef] [Green ...
American statisticians Box and Jenkins proposed the Autoregressive Moving Average Model as a time series forecasting method [14]. A time series is a collection of continuous observations of a single variable over a period of time, organized in a time sequence. We mainly use the autoregressive mode...
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