Imtiaz Arif

2 Questions 8 Answers 0 Followers

Questions related from Imtiaz Arif

Why and when shall we use Wavelet Neural Network technique for estimating time-series parameters?

I created a time series for Terrorism data to see its effect on stock market's log returns using daily observations. I used cointegration technique for long run relation, after confirmation for...

24 December 2015 4,949 1 View

Can we use the normalized co-integrating vector coefficient in place of OLS coefficients which we get while running co-integration tests?

Actually in a paper I reported normalized co-integrating vector coefficient instead of OLS. The reviewer commented that the power of it is very small. Can any one explain this to me? Actually I...

23 December 2014 8,044 2 View