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An approach for the determination of predictable time series
Busse, Anja M.; Steuer, Detlef; Weihs, Claus - 2001
Persistent link: https://www.econbiz.de/10001602478
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Wie renditeträchtig sind Finanzprognosen mit Hilfe von Künstlichen Neuronalen Netzen?
Krüger, Siegfried; Schlegel, Hannes - 2002
Persistent link: https://www.econbiz.de/10001721743
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Prediction error learning and rational expectations in autoregressive models with forecast feedback
Zenner, Markus - 1994
Persistent link: https://www.econbiz.de/10011512224
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Structured analogies for forecasting
Green, Kesten C.; Armstrong, Jon Scott - 2004
Persistent link: https://www.econbiz.de/10002474664
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A confidence interval to combined univariate economic forecasts
Hartung, Joachim; Argaç, Dog̃an - 2002
Persistent link: https://www.econbiz.de/10001742145
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Aggregate consumers' expenditure and income
Hildenbrand, Werner - 1994
Persistent link: https://www.econbiz.de/10000895893
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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SPECTRAN, a set of Matlab programs for spectral analysis
Marczak, Martyna; Gómez, Víctor - 2012
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...
Persistent link: https://www.econbiz.de/10009666521
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Testing for dependence in non-Gaussian time series data
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2004
Persistent link: https://www.econbiz.de/10002121951