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Prediction of 0-1-events for short- and long-memory time series
Beran, Jan - 2002
Persistent link: https://www.econbiz.de/10001686427
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Econometric reviews 20 (2001) 4, pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
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On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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Prévisions dans des modèles erronés
Doucouré, Fodiyé Bakary - In: Cahiers de recherches économiques (1998) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001512630
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Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand
Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10001569145
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
Beveridge, Steve - In: Journal of forecasting 13 (1994) 5, pp. 419-434
Persistent link: https://www.econbiz.de/10001170543
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Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa - In: Economics letters 46 (1994) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
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An empirical measure of the real rate of interest
Darin, Robert M. - In: Economic quarterly 81 (1995) 1, pp. 17-47
Persistent link: https://www.econbiz.de/10001178099