An Empirical Investigation of the Usefulness of Arfima Models for Predicting Macroeconomic and Financial Time Series
Year of publication: |
2008
|
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Authors: | Bhardwaj, Geetesh ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Theorie | Theory | Geldmenge | Money supply |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 131, No. 1-2, pp. 539-578 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2006 erstellt Volltext nicht verfügbar |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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