Browsing by Subject "Econometria"
Now showing items 101-107 of 107
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To cointegrate or not to cointegrate? That's a topological question
1997-10-16We show that for any multivariate I( 1) process which does not cointegrate, it is possible to find another process sufficient1y elose to it where cointegration applies. Closeness is defined in terms of the spectral density ... -
Tópicos clássicos de econometria
1987-11-01 -
Tópicos em Econometria Aplicada
2009-12-14This paper has three original contributions. The first is the reconstruction of employment and income series to allow the creation of a new coincident index for the Brazilian economic activity. The second is the construction ... -
Two heads may not be better than one : corporate board structure, managerial self-dealing,and common agency
2004-09-16This paper compares the effects on corporate performance and managerial self-dealing in a situation in which the CEO reports to a single Board that is responsible for both monitoring management and establishing performance ... -
A unit root test based on partially adaptive estimation
2003-09-11This paper constructs a unit root test baseei on partially adaptive estimation, which is shown to be robust against non-Gaussian innovations. We show that the limiting distribution of the t-statistic is a convex combination ... -
The volatility outlook for commodities prices
2012-08Apresentação do palestrante Robert Engle - New York University no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fgv.br/conferencias/commodity-prices/index.php>.
