Limiting experiments for panel-data and jump-diffusion models

Keyphrases

• Continuous-time Observation 100%
• Jump-diffusion Process 100%
• Power Envelope 100%
• Data Diffusion 100%
• Econometrics 50%
• Panel Data Model 50%
• Bivariate 50%
• Test Statistic 50%
• Inference Methods 50%
• Local Asymptotics 50%
• Discrete Observations 50%
• Hidden Process 50%
• Ornstein-Uhlenbeck Model 50%
• Statistical Information 50%
• Cross-sectional Dependence 50%
• Unit Root Hypothesis 50%

Mathematics

• Continuous Time 100%
• Diffusion Model 100%
• Discrete Time 50%
• Bivariate 50%
• Asymptotics 50%
• Test Statistic 50%
• Gaussian Distribution 50%
• Inference Procedure 50%

Economics, Econometrics and Finance

• Panel Study 100%
• Continuous Time 100%
• Panel Data Model 50%
• Unit Root 50%
• Cross-Sectional Dependence 50%