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On dynamic selection of households for direct marketing based on Markov chain models with memory

Otter, Pieter W. - In: Marketing letters : a journal of research in marketing 18 (2007) 1/2, pp. 73-84

Persistent link: https://www.econbiz.de/10003471285

On model reduction and multiperiod ahead prediction in vector autoregressive models

Otter, Pieter W. - In: Economic modelling 12 (1995) 4, pp. 339-341

Persistent link: https://www.econbiz.de/10001191696

On Wiener-Granger causality, information and canonical correlation

Otter, Pieter W. - In: Economics letters 35 (1991) 2, pp. 187-191

Persistent link: https://www.econbiz.de/10001102120

Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting

Otter, Pieter W. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 453-457

Persistent link: https://www.econbiz.de/10001096502

State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value: Decompositions with an Application to the Dutch Economy

OTTER, Pieter W.; DAL, René VAN - In: Annales d'Economie et de Statistique (1987) 6-7, pp. 253-277

In this paper concepts and techniques from system theory will be used to obtain state-space (Markovian) models of dynamic economic processes instead of the usual ARMA-models. In this respect the concept of state will be reviewed and also Hankel factorisation, Hankel norm approximation and...

Persistent link: https://www.econbiz.de/10005078741