Search for dissertations about: "C. B. Granger"

Found 2 swedish dissertations containing the words C. B. Granger.

  2. 1. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables

    Author : Panagiotis Mantalos; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Granger-causality; Monte Carlo; Cointegration; Bootstrap; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). READ MORE

  4. 2. Essays on market microstructure : empirical evidence from some Nordic exchanges

    Author : Jonas Niemeyer; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of five separate and self-contained essays. They have been written as distinct papers. Although there is a fair amount of overlap and cross-reference in analysis and discussion, the intention is that potential readers should be able to read them separately. READ MORE