Performance of Periodic Time Series Models in Forecasting
Year of publication: |
1999
|
---|---|
Authors: | Herwartz, Helmut |
Publisher: |
[S.l.] : SSRN |
Subject: | Unternehmenserfolg | Firm performance | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Empirical Economics, Vol. 24, No. 2, May 1999 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
Han, Xing, (2017)
-
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson, (2016)
-
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V., (2008)
- More ...
-
Maxand, Simone, (2017)
-
Herwartz, Helmut, (2013)
-
In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence
Herwartz, Helmut, (2014)
- More ...