Narrow search
Showing 1 - 10 of 94
Cover Image
<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
Cover Image
Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
Cover Image
Folded Variance Estimators for Stationary Time Series
Antonini, Claudia - 2005
This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...
Persistent link: https://www.econbiz.de/10009476105
Cover Image
Network effects, compatibility, and adoption of standards
Grajek, Michał - 2005
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
Cover Image
Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene
Hock, Thorsten - 2003
Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...
Persistent link: https://www.econbiz.de/10009433722
Cover Image
Minimally cross-entropic conditional density : a generalization of the GARCH model
Scherer, Matthias - 2011
The stylized fact of time-varying volatility in financial series is commonly accepted amongst scholars as well as practitioners. The GARCH model has been exceptionally successful in this area. Our approach, the minimally cross-entropic conditional density (MCECD) model, is a generalization of...
Persistent link: https://www.econbiz.de/10009434643
Cover Image
Methods for estimating a conditional distribution function
Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999
conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent … work on locally parametric techniques in density estimation. It produces distribution estimators that may be of arbitrarily … setting; for example, to quantile estimation for independent data. This problem motivated the work of Yu and Jones. …
Persistent link: https://www.econbiz.de/10009437734
Cover Image
The performance implications of temporal orientation and information technology in organization-environment synergy
Dibrell, Clay; Davis, Peter S.; Craig, Justin B. - 2009
Purpose: This paper aims to provide new evidence regarding the firm performance implications of using temporal orientation (time pacing) and information technology (IT) to align an organization with its task environment. Design/methodology/approach: Using questionnaire data provided by top...
Persistent link: https://www.econbiz.de/10009441729
Cover Image
Analysis and Forecast of Shaanxi GDP Based on the ARIMA Model
Ning, Wei; Kuan-jiang, Bian; Zhi-fa, Yuan - 2010
Based on the 2008 Shaanxi Statistical Yearbook and the relevant data of Shaanxi GDP in the years 1952-2007, SPSS statistical software and time series analysis are used to establish ARIMA (1.2,1) time series model, according to the four steps, recognition rules and stationary test of time series...
Persistent link: https://www.econbiz.de/10009442702
Cover Image
Deseasonalized Sate-Space Time Series Forecasting with Application to the US Salmon Market
Gu, Guang; Anderson, James L. - 1995
An approach that combines seasonality removal with a multivariate, state-space, time series forecasting model is developed to provide shortrun forecasts for the US salmon market. Time series included in the model are: US fresh Atlantic salmon wholesale price index; fresh salmon (Atlantic, coho...
Persistent link: https://www.econbiz.de/10009444676