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Spatial Chow-Lin models for completing growth rates in cross-sections
Polasek, Wolfgang - 2013
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10009744107
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Spatial Chow-Lin models for completing growth rates in cross-sections
Polasek, Wolfgang - 2013
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10009731953
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Forecast evaluations for volatile time series : a generalized Theil decomposition
Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001433671
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Applying multivariate time series forecasts for active portfolio management
Pojarliev, Momtchil; Polasek, Wolfgang - In: Financial markets and portfolio management 15 (2001) 2, pp. 201-211
Persistent link: https://www.econbiz.de/10001865093
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Portfolio constructions with Bayesian GARCH forecasts
Polasek, Wolfgang; Momtchil, M. - In: Operations research proceedings 2000 : selected papers …, (pp. 119-126). 2001
Persistent link: https://www.econbiz.de/10001571447
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Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537678
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Bayes'sche Modelle zur Prognose des langfristigen Zinssatzes in Deutschland
Polasek, Wolfgang - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 319-328). 1996
Persistent link: https://www.econbiz.de/10001318060
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Spatial Chow-Lin methods for data completion in econometric flow models
Polasek, Wolfgang; Sellner, Richard - 2010
Persistent link: https://www.econbiz.de/10008661120
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Spatial Chow-Lin models for completing growth rates in cross-sections
Polasek, Wolfgang - 2013
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10010293994