Discovery Projects - Grant ID: DP170104385

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP170104385

Funding Status
Closed

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Funded Activity Summary

Non-linear cointegrating regression with endogeneity. This project aims to develop the asymptotic theory of estimation and statistical inference in models concerned with non-linear co-integrating regression with endogeneity and long memory. This project will tackle a number of long-standing technical problems related to non-linear covariance functionals and non-linear transformation of nonstationary time series. This project is intended to provide technical tools for practitioners to study the long-run relationship of economic variables, and could apply to a range of statistical, empirical finance and economic models, enhancing national leadership in these areas.

Funded Activity Details

Start Date: 01-01-2017

End Date: 31-12-2022

Funding Scheme: Discovery Projects

Funding Amount: $288,471.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Statistical Theory | Probability Theory | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Econometric and Statistical Methods | Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Probability Theory | Statistical Theory | Statistics

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