Showing 1 - 10 of 33
Aggregation may be harmful but cannot always be avoided in the analysis of complex econometric models. It should be … carried out intelligently by choosing ein aggregative model optimally for modes of aggregation speeified in advance, i ….e. minimizing the bias introduced by aggregation and mea-sured by a formula based on the mean-square forecast error. This leads to …
Persistent link: https://www.econbiz.de/10010958477
of the problem of choosing an aggregative model optimally for modes of aggregation specified in advance leads to a … formula for the aggregation bias based on the mean-square forecast error. Taking this formula as objective function one would … wish to choose a grouping that minimizes aggregation bias. Unfortunately this results in an optimization problem of a high …
Persistent link: https://www.econbiz.de/10010958484
basic concepts of mathematical complexity theory; (2) show that the problem of Optimal Aggregation is of high computational …
Persistent link: https://www.econbiz.de/10010397886
Aggregation may be harmful but cannot always be avoided in the analysis of complex econometric models. It should be … carried out intelligently by choosing ein aggregative model optimally for modes of aggregation speeified in advance, i ….e. minimizing the bias introduced by aggregation and mea-sured by a formula based on the mean-square forecast error. This leads to …
Persistent link: https://www.econbiz.de/10010397976
group. The analysis of the problem of choosing an aggregative model optimally for modes of aggregation specified in advance … leads to a formula for the aggregation bias. Taking this formula as objective function one would wish to choose a grouping … that minimizes aggregation bias. Unfortunately this results in an optimization problem of a high degree of complexity …
Persistent link: https://www.econbiz.de/10010398059
of the problem of choosing an aggregative model optimally for modes of aggregation specified in advance leads to a … formula for the aggregation bias based on the mean-square forecast error. Taking this formula as objective function one would … wish to choose a grouping that minimizes aggregation bias. Unfortunately this results in an optimization problem of a high …
Persistent link: https://www.econbiz.de/10010398200
Aggregation may be harmful but cannot always be avoided in the analysis of complex econometric models. It should be … carried out intelligently by choosing ein aggregative model optimally for modes of aggregation speeified in advance, i ….e. minimizing the bias introduced by aggregation and mea-sured by a formula based on the mean-square forecast error. This leads to …
Persistent link: https://www.econbiz.de/10009774714
of the problem of choosing an aggregative model optimally for modes of aggregation specified in advance leads to a … formula for the aggregation bias based on the mean-square forecast error. Taking this formula as objective function one would … wish to choose a grouping that minimizes aggregation bias. Unfortunately this results in an optimization problem of a high …
Persistent link: https://www.econbiz.de/10009774715
group. The analysis of the problem of choosing an aggregative model optimally for modes of aggregation specified in advance … leads to a formula for the aggregation bias. Taking this formula as objective function one would wish to choose a grouping … that minimizes aggregation bias. Unfortunately this results in an optimization problem of a high degree of complexity …
Persistent link: https://www.econbiz.de/10009774734
basic concepts of mathematical complexity theory; (2) show that the problem of Optimal Aggregation is of high computational …
Persistent link: https://www.econbiz.de/10009774738