منابع مشابه
a time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
A Specification Test for Time Series Models by a Normality Transformation
A correctly specified time series model can be used to transform data set into an i.i.d. sequence of standard normal random variables, assuming that the true parameter values are known. In reality, however, one only has an estimated model and must therefore address the sampling errors associated with the parameter estimates. This paper presents a new test that does not rely on specifying any sp...
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In this paper a simple method for testing the equality of two time series is presented. It is intended as an easy-to-use tool in chronobiological environments, though the procedure carries over directly to other applications. Simulation results support the conclusions drawn in the paper. ? 2003 Elsevier Science B.V. All rights reserved.
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In this paper we present a simple bootstrap method for time series. The proposed method is model free, and hence it enables us to
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2004
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466604204030