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Semi-parametric bootstrap-based inference in long-memory models

Semi-parametric bootstrap-based inference in long-memory models
长记忆模型中基于半参数引导的推理
批准号:
DP120102344
负责人:
Prof Donald Poskitt
金额:
$25.95万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2012
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2012-01-03 至 2017-12-31

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中文摘要
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英文摘要
Given the long lead times involved in implementing economic decisions, a clear understanding of the long-term dynamics driving key variables is crucial. This project will produce significant advances in the analysis of long-range dependence, with decisions underpinned by more accurate and robust statistical information as a consequence.
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会议论文
Identification Power and Instrument Strength in Discrete Outcome Models
  • 批准号:
    DP210103094
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $24.9万
  • 财政年份:
    2021
  • 负责人:
    Prof Donald Poskitt
  • 依托单位:
Estimation and Inference in Weakly Identified Models
  • 批准号:
    DP0771445
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $19.43万
  • 财政年份:
    2007
  • 负责人:
    Prof Donald Poskitt
  • 依托单位:
Fractional Integration, Power Laws and Econometric Models: Some Methodological and Theoretical Developments
  • 批准号:
    DP0452717
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $8.36万
  • 财政年份:
    2004
  • 负责人:
    Prof Donald Poskitt
  • 依托单位:
海外基金