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Inference in mixed causal and noncausal models with generalized Student's t-distributions

2020-12-03 · Francesco Giancaterini, Alain Hecq

The properties of Maximum Likelihood estimator in mixed causal and noncausal models with a generalized Student's t error process are reviewed. Several known existing methods are typically not applicable in the heavy-tailed framework. To this end, a new approach to make inference on causal and noncausal parameters in finite sample sizes is proposed. It exploits the empirical variance of the generalized Student's-t, without the existence of population variance. Monte Carlo simulations show a good performance of the new variance construction for fat tail series. Finally, different existing approaches are compared using three empirical applications: the variation of daily COVID-19 deaths in Belgium, the monthly wheat prices, and the monthly inflation rate in Brazil.

📄 PDF Abstract BibTeX arXiv:2012.01888

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Time Series Analysis

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