Spurious Periodic Autoregressions
Year of publication: |
1999
|
---|---|
Authors: | Proietti, Tommaso |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Saisonale Schwankungen | Seasonal variations | Autokorrelation | Autocorrelation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Econometrics Journal, Vol. 1, 1998 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan, (2005)
-
Generalized autoregressive method of moments
Creal, Drew, (2015)
-
Optimal formulations for nonlinear autoregressive processes
Blasques, Francisco, (2014)
- More ...
-
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
Marczak, Martyna, (2015)
-
A data-cleaning augmented Kalman filter for robust estimation of state space models
Marczak, Martyna, (2015)
-
Growth accounting for the euro area: a structural approach
Proietti, Tommaso, (2007)
- More ...