Narrow search
Showing 1 - 10 of 119
Cover Image
Forecasting with artificial network models
Rech, Gianluigi - 2002
This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The …
Persistent link: https://www.econbiz.de/10010281250
Cover Image
Forecasting with artificial neural network models
Rech, Gianluigi - Economics Institute for Research (SIR), … - 2002
This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The …
Persistent link: https://www.econbiz.de/10005190861
Cover Image
On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan; Löf, Mårten - 2001
We propose a seasonal cointegration model [SECM] for quarterly data which includes variables with different numbers of unit roots and thus needs to be transformed in different ways in order to yield stationarity. A Monte Carlo simulation is carried out to investigate the consequences of...
Persistent link: https://www.econbiz.de/10010281215
Cover Image
Forecasting performance of seasonal cointegration models
Löf, Mårten; Lyhagen, Johan - Economics Institute for Research (SIR), … - 1999
-dimensional macroeconomic data set. Results show that the seasonal cointegration model improves forecasting accuracy, compared with the standard … by Johansen and Schaumburg seems to work better than the original model presented by Lee (1992). An empirical forecasting …
Persistent link: https://www.econbiz.de/10005190852
Cover Image
On Forecasting Cointegrated Seasonal Time Series
Löf, Mårten; Franses, Philip Hans - Economics Institute for Research (SIR), … - 2000
forecasting study. We include both single equation and multiple equation methods. A VAR model in first differences with and …
Persistent link: https://www.econbiz.de/10005649206
Cover Image
On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan; Löf, Mårten - Economics Institute for Research (SIR), … - 2000
We propose a seasonal cointegration model [SECM] for quarterly data which includes variables with different numbers of unit roots and thus needs to be transformed in different ways in order to yield stationarity. A Monte Carlo simulation is carried out to investigate the consequences of...
Persistent link: https://www.econbiz.de/10005649231
Cover Image
Numerical Aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - Economics Institute for Research (SIR), … - 1994
In Bayesian analysis of VAR-models, and especially in forecasting applications, the Minnesota prior of Litterman is … report on the forecasting performance of the different prior distributions considered in the paper. …
Persistent link: https://www.econbiz.de/10005649366
Cover Image
Smooth Transition Autoregressive Models - A Survey of Recent Developments
van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans - Economics Institute for Research (SIR), … - 2000
several of its variants. We put emphasis on new methods for testing for STAR nonlinearity, model evaluation, and forecasting …
Persistent link: https://www.econbiz.de/10005649222
Cover Image
Forecasting economic variables with nonlinear models
Teräsvirta, Timo - 2005
This article is concerned with forecasting from nonlinear conditional mean models. First, a number of often applied …
Persistent link: https://www.econbiz.de/10010281245
Cover Image
A classifying procedure for signaling turning points
Koskinen, Lasse; Öller, Lars-Erik - 2001
perform feature extraction and estimation for different forecasting horizons. The inference aspect is emphasized by including … a penalty for a wrong decision in the cost function. The method is tested by forecasting turning points in the Swedish …
Persistent link: https://www.econbiz.de/10010281409