Forecasting nonlinear aggregates and aggregates with time-varying weights
Year of publication: |
2011
|
---|---|
Authors: | Lütkepohl, Helmut |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 231.2011, 1, p. 107-133
|
Subject: | Aggregation | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Eurozone | Euro area | 1995-2008 |
-
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano, (2016)
-
Threshold models in time series analysis : some reflections
Tong, Howell, (2015)
-
Modeling autoregressive processes with moving-quantiles-implied nonlinearity
Ishida, Isao, (2015)
- More ...
-
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut, (2013)
-
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut, (2013)
-
Lütkepohl, Helmut, (2015)
- More ...