1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario registrado en Universia


Opción 1: Descargar recurso

Detalles del recurso

Descripción

This paper examines the interaction between non-linear deterministic trends and long run dependence by means of employing Chebyshev time polynomials and assuming that the detrended series displays long memory with the pole or singularity in the spectrum occurring at one or more possibly non-zero frequencies. The combination of the non-linear structure with the long memory framework produces a model which is linear in parameters and therefore it permits the estimation of the deterministic terms by standard OLS-GLS methods. Moreover, we present a procedure that permits us to test (possibly fractional) orders of integration at various frequencies in the presence of the Chebyshev trends with no effect on the standard limit distribution of the method. Several Monte Carlo experiments are conducted and an empirical application, using data of real exchange rates, is also carried out at the end of the article.

Pertenece a

White Rose Research Online  

Autor(es)

Cuestas, J.C. -  Gil -  Alana, L.A. - 

Id.: 55259476

Versión: 1.0

Estado: Final

Tipo:  text - 

Tipo de recurso: Monograph  -  NonPeerReviewed  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

Formatos:  text - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] http://www.shef.ac.uk/economics/research/serps/year
[References] http://eprints.whiterose.ac.uk/43893/

Fecha de contribución: 20-feb-2016

Contacto:

Localización:
* Cuestas, J.C. and Gil-Alana, L.A. (2012) A non-linear approach with long range dependence based on chebyshev polynomials. Working Paper. Sheffield Economic Research Paper Series . Department of Economics, University of Sheffield ISSN 1749-8368

Otros recursos del mismo autor(es)

  1. Aloinjerto de matriz ósea descalcificada versus injerto autólogo en la reparación de defectos óseos segmentarios masivos. : Estudio experimental The regenerative capacity of decalcified allogenic matrix was compared with that of autologous bone ...
  2. Outcome of relapsing Clostridium difficile infections do not correlate with virulence-, spore- and vegetative cell-associated phenotypes One of the main clinical challenges of Clostridium difficile infections (CDI) is the high rate of re...
  3. Seguimiento del Grado en Matemáticas Como en años anteriores, el objetivo principal de esta red ha sido la coordinación y seguimiento de ...
  4. Coordinación, seguimiento y gestión de calidad del Máster Universitario en Automática y Robótica En la presente memoria se describe la red docente creada con el objetivo de llevar a cabo el seguimi...
  5. Evaluación de la implantación transversal de 2º del grado en Ingeniería Multimedia En el curso docente 2010-2011 se inició la implantación del grado en Ingeniería Multimedia, título p...

Otros recursos de la misma colección

  1. Determination of multi-mycotoxin occurrence in maize based porridges from selected regions of Tanzania by liquid chromatography tandem mass spectrometry (LC-MS/MS), a longitudinal study Residents of certain areas of Tanzania are exposed to mycotoxins through the consumption of contamin...
  2. Standing in the last ditch:on the communicative intentions of fiction-makers Some of us have suggested that what fiction makers do is offer us things to imagine, that this is wh...
  3. HONO measurement by differential photolysis Nitrous acid (HONO) has been quantitatively measured in situ by differential photolysis at 385 and 3...
  4. How to Write an Abstract
  5. Behaviour change intervention for smokeless tobacco cessation: its development, feasibility and fidelity testing in Pakistan and in the UK Background: People of South Asian-origin are responsible for more than three-quarters of all the smo...

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.