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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~subject:"Estimation"
~subject:"case study"
~subject:"seasonality"
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Franses, Philip Hans
2
van Dijk, Dick
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Asai, Manabu
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Dekker, Rommert
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
National Bureau of Economic Research
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Erasmus University Rotterdam, Econometric Institute
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Agricultural and Applied Economics Association - AAEA
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1
The
forecasting
performance of various models for seasonality and nonlinearity for quarterly industrial production
Franses, Philip Hans
;
van Dijk, Dick
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2001
we examine the
forecasting
performance of various models for seasonality and nonlinearity using quarterly industrial … production series for 17 OECD countries. We find that
forecasting
performance varies widely across series, across forecast …
Persistent link: https://www.econbiz.de/10010731660
Saved in:
2
The impact of
forecasting
errors on warehouse labor efficiency: A case study in consumer electronics
Dekker, Rommert
;
Kim, Kim, T.Y.
;
Heij, Heij, C.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
over-
forecasting
and the associated ample labor supply for the warehouse. As compared to under-forecasted days, labor … estimated from daily data on bias and labor efficiency. The positive effects of intentional over-
forecasting
on productivity are …
Persistent link: https://www.econbiz.de/10010731669
Saved in:
3
Seasonal smooth transition autoregression
Franses, Philip Hans
;
van Dijk, Dick
;
de Bruin, de Bruin, P.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2000
out-of-sample
forecasting
where we compare forecasts from the SEASTAR models with forecasts from nested models. It turns …
Persistent link: https://www.econbiz.de/10010837909
Saved in:
4
The Impact of Jumps and Leverage in
Forecasting
Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2015
__Abstract__ The paper investigates the impact of jumps in
forecasting
co-volatility, accommodating leverage effects … for
forecasting
weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011274348
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