[en] NONLINEAR ERROR CORRECTION MODELS: ESTIMATION AND TESTING

[en] NONLINEAR ERROR CORRECTION MODELS: ESTIMATION AND TESTING

[pt] Testes existentes para não-linearidade em Modelos de Correção de Erros são altamente intensivos computacionalmente e apresentam parâmetros de estorvo na distribuição assintótica, que precisam ser levantadas através de simulações por bootstrap. É proposto um teste consistente, implementável em q...

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Bibliographic Details
Main Author:	RAFAEL RIBEIRO MAGRI
Other Authors:	MARCELO CUNHA MEDEIROS
Language:	en
Published:	MAXWELL 2018
Subjects:	[pt] NAO-LINEARIDADE [en] NON-LINEARITY [pt] MODELO DE CORRECAO DE ERROS [en] VECTOR ERROR CORRECTION MODEL [pt] EXPANSAO DE TAYLOR [en] TAYLOR EXPANSION
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34955@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34955@2 http://doi.org/10.17771/PUCRio.acad.34955

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