Permanent shocks and forecasting with moving averages
Year of publication: |
March 2017
|
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Authors: | Lee, Yoonsuk ; Brorsen, B. Wade |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 12, p. 1213-1225
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Subject: | Poisson-jump process | Bernoulli-jump process | GMM | calibration test | autoregressive integrated moving average with outliers | ARMA-Modell | ARMA model | Momentenmethode | Method of moments | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schock | Shock |
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