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. A hybrid integrated architecture for energy consumption prediction Irresponsible and negligent use of natural resources in the last five decades has made it an importa...
  2. Modeling and Management of Big Data: Challenges and opportunities The term Big Data denotes huge-volume, complex, rapid growing datasets with numerous, autonomous and...
  3. Evaluation of nutritional status and energy expenditure in athletes El ejercicio físico continuo conduce al atleta a mantener un equilibrio inestable entre la ingesta d...
  4. Biomarkers of physical activity and exercise. Tradicionalmente, los biomarcadores han sido de interés en las ciencias del deporte para medir el re...
  5. Persistent Hall response in a quantum quench Out-of-equilibrium systems can host phenomena that transcend the usual restrictions of equilibrium s...

Otros recursos de la misma colección

  1. A web-based and mobile health social support intervention to promote adherence to inhaled asthma medications: randomized controlled trial Background: Online communities hold great potential as interventions for health, particularly for th...
  2. The politics of drug control in Nigeria:exclusion, repression and obstacles to policy change Background International agencies have viewed West Africa as a major player in the global trade in c...
  3. Block sequential adriamycin CMF – optimal non-myeloablative chemotherapy for high risk adjuvant breast cancer? After the publication of the 10-year survival data from Milan on the adjuvant use of the block seque...
  4. Linking apoptosis to cancer metabolism: Another missing piece of JuNK Cancer cells become dependent on aerobic glycolysis to sustain rapid proliferation and escape apopto...
  5. Evaluating public involvement in research design and grant development: Using a qualitative document analysis method to analyse an award scheme for researchers Background: A regional Research Design Service, funded by the National Institute for Health Research...

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.