Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Estatística"
Now showing items 1-3 of 3
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A critical value function approach, with an application to persistent time-series
2016-06-06Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to ... -
Testando a existência de Prêmio de Volatilidade em Ações Líquidas da Bovespa
2008-10The existence and the sign of the volatility premium has been causing controversies in the specialized literature. This work proposed, criticized and applied a novel methodology, aiming to test statistically the existence ... -
Tópicos clássicos de econometria
1987-11-01
