Buscar
Mostrando ítems 1-10 de 37547
COMPETENCY IN THE CHILEAN BANKING SECTOR A dynamic approximation
(FONDO CULTURA ECONOMICA, 2012)
Unit root testing under structural breaks
(2017-10)
In this paper are analyzed eleven stock market indices in order to conclude about their integration orders. With this objective in mind, three tests are performed. The first test, is the standard Augmented Dickey-Fuller ...
Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application
(2014-10)
In the current paper, we analyze the relationship amongst the dynamics of a group of selected stock indices using daily data. In order to that, we explore the statistical properties of the series, in particular the existence ...
Do shocks last forever? Local persistency in economic time series
(2007)
While it is recognized that many macroeconomic time series are highly persistent over certain range, less persistent results are also found around very long horizons, indicating the existence of local or temporary persistency. ...
Information, News Media and Diplomacy under the Security and Prosperity Partnership of North America: Increasing Cooperation in Turbulent Times
(Universidad Nacional Autónoma de México, Centro de Investigaciones sobre América del NorteMichigan State University, Center for Latin American and Caribbean Studies, 2019)
Real-time flood detection for video surveillance
(11/09/2015)
This paper introduces the real-time flash flood detection method for stationary surveillance cameras. It can be applied for rural and urban areas and capable of working during day time. The background subtraction was used ...