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The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting
Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2009
time series An illustration of the method is given through the estimation of economic indicators used to compute the GDP …
Persistent link: https://www.econbiz.de/10010738641
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Business surveys modelling with Seasonal-Cyclical Long Memory models
Ferrara, Laurent; Guegan, Dominique - HAL - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10010750631
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A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques
Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010
compute the quarter GDP on the Euro-zone, comparing our approach, with GDP obtained when we estimate the monthly indicators …
Persistent link: https://www.econbiz.de/10010603648
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Alternative methods for forecasting GDP
Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010
, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …
Persistent link: https://www.econbiz.de/10010603668
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Alternative methods for forecasting GDP
Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010
, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …
Persistent link: https://www.econbiz.de/10010603674
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Business surveys modelling with seasonal-cyclical long memory models.
Ferrara, Laurent; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10005510611
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Global and local stationary modelling in finance : theory and empirical evidence
Guegan, Dominique - HAL - 2007
stationarities on the estimation of the sample autocorrelation function and give several examples of models for which spurious …
Persistent link: https://www.econbiz.de/10010750670