Discovery Projects - Grant ID: DP120102344

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP120102344

Funding Status
Closed

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Funded Activity Summary

Semi-parametric bootstrap-based inference in long-memory models. Given the long lead times involved in implementing economic decisions, a clear understanding of the long-term dynamics driving key variables is crucial. This project will produce significant advances in the analysis of long-range dependence, with decisions underpinned by more accurate and robust statistical information as a consequence.

Funded Activity Details

Start Date: 03-01-2012

End Date: 31-12-2017

Funding Scheme: Discovery Projects

Funding Amount: $363,044.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

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

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Superannuation and Insurance Services | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Econometric and Statistical Methods | Econometrics | Economic Models and Forecasting | Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Superannuation and Insurance Services | Time-Series Analysis

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