Discovery Projects - Grant ID: DP0452717

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0452717

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

Fractional Integration, Power Laws and Econometric Models: Some Methodological and Theoretical Developments. The fundamental objectives of this project are to: (i) Extend current econometric practice and consider the use of power laws as a basis for the construction of a more flexible and realistic class of models for the analysis of economic and financial time series. (ii) To develop inferential techniques appropriate for the modelling of dynamic econometric systems that incorporate structure characterized by power laws. This will be achieved by building upon the class of fractionally integrated processes. New econometric models and methodologies for the analysis of non-stationarity series will be developed, along with the associated theoretical results.

Funded Activity Details

Start Date: 01-01-2004

End Date: 31-12-2006

Funding Scheme: Discovery Projects

Funding Amount: $120,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Economic Models And Forecasting | Econometric And Statistical Methods | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Economic issues not elsewhere classified | Mathematical sciences

Other Keywords

Econometric And Statistical Methods | Econometrics | Economic Models And Forecasting | Economic issues not elsewhere classified | Macroeconomic issues not elsewhere classified | Mathematical sciences | Time-Series Analysis

Related Links