Search for dissertations about: "Panagiotis Mantalos"

Found 1 swedish dissertation containing the words Panagiotis Mantalos.

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