Similar Search Results

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Jin, Sainan; Phillips, Peter; Sun, Yixiao - Econometric Society - 2004

A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or...

Persistent link: https://www.econbiz.de/10005129812

The Search for Chaos and Nonlinearities in Swedish Stock Index Returns

Amilon, Henrik; Byström, Hans - Nationalekonomiska Institutionen, Ekonomihögskolan - 1998

Numerous empirical studies have shown evidence of nonlinearities in financial time series, which can be of both a deterministic and a stochastic nature. Chaos is an example of the former, and heteroscedasticity in the conditional variance an example of the latter. We apply a test, the BDS test,...

Persistent link: https://www.econbiz.de/10005645103

Ajuste Estacional e Integración en Variables Macroeconómicas

Soto, Raimundo - In: Latin American Journal of Economics-formerly Cuadernos … 39 (2002) 116, pp. 135-155

Separating seasonal components from other sources of economic fluctuations is crucial for both economic modeling and policy making. Practitioners treat seasonality as noise to be removed before estimating models and tend to apply deseasonalizing methods i

Persistent link: https://www.econbiz.de/10005510108

A munkaerő-piaci előrejelzések nemzetközi gyakorlata -áttekintés a kvantitatív módszerekről és felhasználásukról

Gács, János; Bíró, Anikó - 2012

forecasts and foreseeing structural changes". It presents a comprehensive overview of labour market forecasting activities … is to provide ideas, lessons and benchmarks for similar forecasting exercises in Hungary. After outlining the basic model … of quantitative labour market forecasting the paper identifies the technical conditions of model building and model …

Persistent link: https://www.econbiz.de/10010494517

A munkakereslet nemzetközi tendenciái

Horn, Dániel - 2011

. We take their model and compare it with several other specifications to test forecasting fit. The main conclusions of … of this latter are easier to interpret. Quasi-autoregressive models do not improve forecasting fit as much as expected. …

Persistent link: https://www.econbiz.de/10010494708

A munkaerő-piaci előrejelzések nemzetközi gyakorlata: Áttekintés a kvantitatív módszerekről és felhasználásukról 12 ország és az Európai Unió előrejelzési tapasztalatai alapján...

Gács, János; Bíró, Anikó - 2013

The study presents a comprehensive overview of labour market forecasting activities, mostly quantitative, based on … and benchmarks for similar forecasting exercises in Hungary. After outlining the basic model of quantitative labour market … forecasting the paper identifies the technical conditions of model building and model quantification, as well as the …

Persistent link: https://www.econbiz.de/10010494734