Displaying 2 results from an estimated 2 matches for "desccd".
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2004 Apr 02
0
FW: GARCH
...s of Financial Markets, 1996, Princeton, NJ:
Princeton University Press.
http://pup.princeton.edu/titles/5904.html
* Enders, Walter, Applied Econometric Time Series, 2. Edition
- August 2003, New York, NY: John Wiley and Sons.
http://www.wiley.com/WileyCDA/WileyTitle/productCd-0471230650,descCd-tableOf
Contents.html
and
* Hamilton, James, Time Series Analysis, 1994, New Jersey: Princeton
University Press.
http://pup.princeton.edu/TOCs/c5386.html
springs to my mind. Campbell et al. as well as Hamilton cover GARCh models
from a more theoritical/methodological point of view, whereas the...
2006 Jul 21
2
Order-restricted inference
Hello,
I looked for R packages which focused on order-restricted statistical
inference, but I could find only the isoreg() function.
I would need to test whether the means in my (repeated measures) data follow
a given order, e.g. A<B=C<D.
I took a look at the monograph by Barlow et al. (1972) on this topic and
found that for my case the null hypothesis is always A=B=C=D. This might be