Nonparametric Modeling of the Relationship between the Series: Qualitative Co-integration (notice n° 1743157)
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| fixed length control field | 01788cam a2200241 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260322004806.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Boya, Christophe |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Nonparametric Modeling of the Relationship between the Series: Qualitative Co-integration |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2013.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 54 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this paper, we examine the behavior of two time series with an approach based on qualitative data. We put into parentheses the problem of integration or stationarity, sources of growing difficulties, and then focus on the quantitative aspect in the short term of a time series. These values are modulated by the qualitative data, not by the quantitative. In other words, we are interested in two complementary events that are “the rise” and “the decrease.” This binary choice led us to consider the time series as a binary response model. We use Markov chains to get a decisional coefficient. The problem caused by the fact that we do not know the underlying laws of a phenomenon forces us to propose more or less constraining hypotheses to make up statistical tests. Resampling gives us percentiles of a time series and can define an interval confidence of our coefficient. This permits us to make conclusions about the existence of a relation between the two series, as does the “co-integration.” JEL Codes: C01, C53, C14 |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | binary methodology |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Bootstrap |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | cointegration |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Markov Chains |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | qualitative data |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | returns series |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Monino, Jean-Louis |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Innovations | o 42 | 3 | 2013-08-02 | p. 211-235 | 1267-4982 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-innovations-2013-3-page-211?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-innovations-2013-3-page-211?lang=en&redirect-ssocas=7080</a> |
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