Similar Search Results

Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.

Hommes, Cars; Manzan, Sebastiano - Tinbergen Instituut - 2006

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine Kyrtsou and Apostolos Serletis. We summarize their main results and discuss some of their conclusions concerning the role of outliers and noisy chaos. In particular, we include...

Persistent link: https://www.econbiz.de/10011255740

Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.

Hommes, Cars; Manzan, Sebastiano - Tinbergen Institute - 2006

Persistent link: https://www.econbiz.de/10005144529

Diagnostic Tools for Nonlinearity in Spatial Models

Graaff, Thomas de; Florax, Raymond J.G.M.; Nijkamp, Peter; … - Tinbergen Institute - 1998

econometrics to nonlinearity tests for empirical data series, in particular the so-called <I>BDS</I> (Brock, Dechert, Scheinkman …

Persistent link: https://www.econbiz.de/10005137268

Diagnostic Tools for Nonlinearity in Spatial Models

Graaff, Thomas de; Florax, Raymond J.G.M.; Nijkamp, Peter; … - Tinbergen Instituut - 1998

econometrics to nonlinearity tests for empirical data series, in particular the so-called BDS (Brock, Dechert, Scheinkman) test. A …

Persistent link: https://www.econbiz.de/10011257476

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach

Koop, Gary; Dijk, Herman K. van - Tinbergen Instituut - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011255619

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - Tinbergen Instituut - 1997

This discussion paper resulted in a publication IN the <a HREF="http://people.few.eur.nl/hkvandijk/PDF/Koop_and_Van_Dijk_2000_JoE_testing_for_integration.pdf">'Journal of Econometrics'</a>, 2000, 97(2), 261-291.<p> In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the...</p>

Persistent link: https://www.econbiz.de/10011256048

Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba

Ridderstaat, Jorge; Nijkamp, Peter - Tinbergen Instituut - 2013

Seasonality is a frequent and important occurrence in the tourism industry, with simultaneous effects on both the …

Persistent link: https://www.econbiz.de/10011256242

Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models

Koopman, Siem Jan; Ooms, Marius - Tinbergen Institute - 2004

month. We focus on forecasting performance and the underlying periodic forecast function, defined by the in … forecasting based on state space models with regressor variables. Our methods are illustrated by an application to time series of … periodic flexibility helps help in simulated out-of-sample forecasting for two extra years of data. …

Persistent link: https://www.econbiz.de/10005144506

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - Tinbergen Institute - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10005450743

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach

Koop, Gary; Dijk, Herman K. van - Tinbergen Institute - 1999

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10005282046