Narrow search
Showing 1 - 10 of 12,444
Cover Image
Automatic selection for non-linear models
Castle, Jennifer; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942764
Cover Image
Probabilistic skill in ensemble seasonal forecasts
Smith, Leonard A.; Du, Hailiang; Suckling, Emma B.; … - 2014
Persistent link: https://www.econbiz.de/10010344171
Cover Image
Mortality and Socio-Economic Differences in a Competing Risks Model
Munch, Jakob Roland; Svarer, Michael - 2008
This paper presents evidence on how mortality in Denmark is related to different socio-economic indicators. By use of unique and extensive sample of the Danish population, we examine how mortality is related to factors such as education, occupation, skill level and income for the years 1992-97....
Persistent link: https://www.econbiz.de/10014137094
Cover Image
Self-employment among Italian female graduates
Rosti, Luisa (contributor); Chelli, Francesco (contributor) - 2007
We investigate gender differences among Italian self employed graduates focusing on flow data from a ten-year labor … wage gap in paid employment may induce some female graduates with low entrepreneurial ability to set up on their own, but …. Applying Markovian analysis to labor market transitions we confirm our hypothesis: female graduates rarely move from paid …
Persistent link: https://www.econbiz.de/10003747764
Cover Image
Description length based signal detection in singular spectrum analysis
Rahman Khan, Md. Atikur; Poskitt, Donald Stephen - 2010
Persistent link: https://www.econbiz.de/10008662323
Cover Image
Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian - In: Journal of econometrics 157 (2010) 2, pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
Cover Image
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper examines the degree of persistence in the volatility of financial time series using a Long Memory Stochastic Volatility (LMSV) model. Specifically, it employs a Gaussian semiparametric (or local Whittle) estimator of the memory parameter, based on the frequency domain, proposed by...
Persistent link: https://www.econbiz.de/10003968659
Cover Image
Learning trend inflation : can signal extraction explain survey forecasts?
Henzel, Steffen - 2008
It can be shown that inflation expectations and associated forecast errors are characterized by a high degree of persistence. One reason may be that forecasters cannot directly observe the inflation target pursued by the central bank and, hence, face a complicated forecasting problem. In...
Persistent link: https://www.econbiz.de/10008858930
Cover Image
Incorporating a tracking signal into a state space model
Snyder, Ralph D.; Koehler, Anne B. - In: International journal of forecasting 25 (2009) 3, pp. 526-530
Persistent link: https://www.econbiz.de/10003877642
Cover Image
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963304