C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:01:09+00:00Testing the Parametric Specification of the Diffusion Function in a Diffusion Process
https://www.bankofcanada.ca/2005/11/working-paper-2005-35/
A new consistent test is proposed for the parametric specification of the diffusion function in a diffusion process without any restrictions on the functional form of the drift function.2005-11-01T13:52:10+00:00enTesting the Parametric Specification of the Diffusion Function in a Diffusion Process2005-11-01Econometric and statistical methodsInterest ratesWorking Paper 2005-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-35.pdfTesting the Parametric Specification of the Diffusion Function in a Diffusion ProcessFuchun LiNovember 2005CC1C12C14Forecasting Canadian GDP: Region-Specific versus Countrywide Information
https://www.bankofcanada.ca/2005/11/working-paper-2005-31/
The authors investigate whether the aggregation of region-specific forecasts improves upon the direct forecasting of Canadian GDP growth.2005-11-01T12:50:45+00:00enForecasting Canadian GDP: Region-Specific versus Countrywide Information2005-11-01Econometric and statistical methodsWorking Paper 2005-31 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-31.pdfForecasting Canadian GDP: Region-Specific versus Countrywide InformationFrédérick DemersDavid DupuisNovember 2005CC3C32C5C53EE1E17