Essays about: "HEGY test"

Found 3 essays containing the words HEGY test.

  1. 1. Analysis to China's Urban and Rural CPI Data

    University essay from Statistiska institutionen

    Author : FEI SUN; [2012]
    Keywords : HEGY test; Granger causality test;

    Abstract : .... READ MORE

  3. 2. Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate

    University essay from Statistiska institutionen

    Author : ERIC AIDOO; [2011]
    Keywords : Ghana Inflation; SARIMA model; SETAR model; Forecast comparison; CH test; ZA test; KPSS test; HEGY test; Tsay test; Keenan test;

    Abstract : In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. READ MORE

  4. 3. MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

    University essay from Statistik

    Author : ERIC AIDOO; [2010]
    Keywords : Ghana Inflation; Forecasting; Box-Jenkins Approach; SARIMA model; Unit Root test; ARCH–LM test; ADF test; HEGY test; Ljung-Box test;

    Abstract : Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. READ MORE