Economics, Econometrics and Finance
8 years ago

New study reveals accurate forecasting for near-one autoregressive parameters.

Econometric Theory
A Continuous Time Approximation to the Stationary First-Order Autoregressive Model
Pierre Perrón

Paper Summary

Related papers

3 years ago

Unlocking the Power of Small Sample Data for Precise Estimations

2 views
Theme background image
Mathematics
4 years ago

New method revolutionizes estimation and hypothesis testing in econometrics!

Regularization Methods
2 views
Economics, Econometrics and Finance
4 years ago

New theory revolutionizes time series model estimation for accurate predictions.

Financial Volatility
Skew Distributions
Ageing Research
3 views

The article looks at how to estimate a certain type of mathematical model accurately. By using a special method, the researchers figured out how to predict the behavior of this model very well when the parameter is close to one. They also found some interesting patterns in the results of tests based on this estimation method. This study builds on previous research and helps explain why certain results happen in real-world situations.