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In this article we introduce an approximately unbiased estimator for the population coefficient of variation, τ, in a normal distribution. The accuracy of this estimator is examined by several criteria. Using this estimator and its variance, two approximate confidence intervals for τ are...
Persistent link: https://www.econbiz.de/10004992268
Real-time data on national accounts statistics typically undergo an extensive revision process, leading to multiple vintages on the same generic variable. The time between the publication of the initial and final data is a lengthy one and raises the question of how to model and forecast the...
Persistent link: https://www.econbiz.de/10009279041
The aim of this research is to apply the singular spectrum analysis (SSA) technique, which is a relatively new and powerful technique in time series analysis and forecasting, to forecast the 2008 UK recession, using eight economic time series. These time series were selected as they represent...
Persistent link: https://www.econbiz.de/10010710961