Results for the cointegration models: model with E q
Efficient posterior simulation in cointegration models with priors on the cointegration space
... cointegrated model, (2) makes clear that the ideas are of relevance for any model with such a reduced rank ...integration results for the multivariate linear ...linear model applies ...
20
Efficient posterior simulation in cointegration models with priors on the cointegration space
... cointegrated model, (2) makes clear that the ideas are of relevance for any model with such a reduced rank ...integration results for the multivariate linear ...linear model applies ...
22
Estimating Smooth Structural Change in Cointegration Models
... above results are all obtained for the Nadaraya-Watson local level time varying coefficient regression in a cointegrating ...Similar results are shown to apply for local linear time-varying regression which ...
38
In search of Q: results on identification in structural vector autoregressive models
... our results, the SVAR impulse responses point towards a mildly positive asset price response to an increase in the monetary policy ...admissible models yield impulse responses that vary widely in their ...
107
A study of cointegration models with applications
... no cointegration was tested against the alternative of cointegration in the presence of a regime shift on series monthly data from the United States Western Telematic ...The results revealed that ...
107
Fractional Cointegration In StochasticVolatility Models
... ARCH model of Engle (1982) (applied there to in‡ation data), the GARCH extension of Bollerslev (1986), and along a di¤erent line, the stochastic volatility (SV) model of Taylor ...these models ...
65
A model of fractional cointegration, and tests for cointegration using the bootstrap
... modelling cointegration in fractionally integrated processes, and considers methods for testing the existence of cointegrating relationships using the parametric ...ARFIMA models are fitted to the data, and ...
23
Cointegration Analysis with State Space Models
... economic models often follow VARMA processes, and in the term structure example VARMA processes may be relevant due to temporal aggregation of the underlying (instantaneous) interest rate modelled as a diffusion ...
40
Autoregressive distributed lag models and cointegration
... (ADL) model and stressed the equivalence with error-correction (EC) ...EC model are numerically identical to the ones constructed from the ADL ...no cointegration proposed in an EC framework by ...
16
Identifiability, cointegration and the gravity model
... well-identified models, rather than assume its existence beforehand as an article of ...better models, and not just an error to be corrected by an ad hoc fix which overrides the evidence of the data to ...
28
Q Financial Results
... Fortinet’s model; mergers and acquisitions and the ability to successfully acquire, integrate and manage businesses and technologies; litigation and disputes and the potential cost, distraction and damage to sales ...
19
Bayesian Markov Regime Switching Models for Cointegration
... our model and decision making rules from those obtained using all historical data and traditional rules, which we believe are more reasonable ...regime-switching model simply because those spikes are in the ...
6
Fractional Cointegration and Tests of Present Value Models
... The contribution of the present paper is two-fold. First, we propose a two-step testing strategy for testing the null of no cointegration against alternatives which are fractionally cointegrated. We conduct Monte ...
26
The Properties of Cointegration Tests in Models with Structural Change
... of cointegration has dominated the debate in time-series econometrics in the past decade, by stressing the possible existence of long-run equilibrium relationships among non- stationary ...the e¤ects that ...
15
The Error Correction Model as a Test for Cointegration
... ratio version of the test suffering in finite samples when one tries to impose potentially invalid common-factor restrictions. The focus of this paper is on testing for a single cointegrating vector. In section II we ...
20
Bayesian Model Selection in the Analysis of Cointegration
... competing models (see ...such models, Koop, León-González, Strachan (2006) (see also Koop, Potter, Strachan 2008) developed two algorithms, based on a collapsed Gibbs sampler (see ...in models with ...
13
Q Results. 13 May Q Results
... This presentation contains forward-looking statements reflecting Management’s current perception of future trends and financial performance. Statements relating to 2015 and the subsequent years are inherently subject to ...
26
Results Q Q YoY %
... The information contains forward-looking statements based on current information and future expectations whose fulfillment is uncertain, involve risks and are often not under the control of Cálidda, so the expected ...
10
Q Financial Results
... actual results to differ materially from the expectations of future results we express or imply in any forward- looking statements, and you should not place undue reliance on such ...
19
Q Financial Results
... financial results; the Company’s ability to maintain operations to support its customers and patients in the near-term and to capitalize on future growth opportunities; risks associated with acceptance of the ...
13