Hittade 2 uppsatser innehållade ordet arfima.
- Master-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This paper analyzes to what extent PPP holds in the long run. Firstly, standard unit root tests are used to test for stationarity. These results are then compared to the ones provided by a wavelet based OLS and an approximate ML estimator. LÄS MER
- Kandidat-uppsats, Lunds universitet/Statistiska institutionen
Sammanfattning : This paper investigates if there is hysteresis in unemployment rates for 8 OECD countries. Univariate unit root tests (ADF and KPSS tests) are performed as an initial analysis of the unemployment rates. These tests suggest that the hysteresis hypothesis is true. LÄS MER