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This discussion paper resulted in a publication in the <A href="http://people.few.eur.nl/hkvandijk/PDF/Terui_and_Van_Dijk_2002_IntJoForcasting_combined_forecasting.pdf">'International Journal of Forecasting'</A>, 2002, 18(3), 421-438.<P> Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant...</p></a>
Persistent link: https://www.econbiz.de/10011256051
Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...
Persistent link: https://www.econbiz.de/10005281924
We propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the <I>ℓ</I><SUB>∞</SUB> estimation error of the scaled Lasso estimator of Lee et al. (2012). This is a non-trivial task as the literature on high-dimensional models has...</sub></i>
Persistent link: https://www.econbiz.de/10011256756
Air transport networks have exhibited a trend towards complex dynamics in recent years. Using Lufthansa’s networks as an example, this paper aims to illustrate the relevance of various network indicators – such as connectivity and concentration – for the empirical analysis of airline...
Persistent link: https://www.econbiz.de/10011255503
Air transport networks have exhibited a trend towards complex dynamics in recent years. Using Lufthansa’s networks as an example, this paper aims to illustrate the relevance of various network indicators – such as connectivity and concentration – for the empirical analysis of airline...
Persistent link: https://www.econbiz.de/10005016257
Many networks such as the Internet have been found to possess scale-free and small-world network properties reflected by so-called power law distributions. Scale-free properties evolve in large complex networks through self-organizing processes and more specifically, preferential attachment. New...
Persistent link: https://www.econbiz.de/10005137060
Many networks such as the Internet have been found to possess scale-free and small-world network properties reflected by so-called power law distributions. Scale-free properties evolve in large complex networks through self-organizing processes and more specifically, preferential attachment. New...
Persistent link: https://www.econbiz.de/10011257070
Migration has become a prominent research theme in geography and regional science and it has been approached from various methodological angles. Nonetheless, a common missing element in most migration studies is the lack of awareness of the overall network topology, which characterizes migration...
Persistent link: https://www.econbiz.de/10011257465