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ARFIMA approximation and forec...
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Ghysels, Eric
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Kilian, Lutz
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Showing
1
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10
of
71,151
Sort
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date (oldest first)
1
Essays on
aggregation
and cointegration of econometric models
Silvestrini, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003986597
Saved in:
2
Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
Saved in:
3
Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
- In:
International journal of computational economics and …
5
(
2015
)
3
,
pp. 289-318
Persistent link: https://www.econbiz.de/10011413834
Saved in:
4
The impact of temporal
aggregation
on supply chains with ARMA(1,1) demand processes
Rostami-Tabar, Bahman
;
Babai, M. Zied
;
Ali, Mohammad
; …
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 920-932
Persistent link: https://www.econbiz.de/10011987658
Saved in:
5
Mixed frequency models with MA components
Foroni, Claudia
;
Marcellino, Massimiliano
;
Stevanović, …
-
2018
Temporal
aggregation
in general introduces a moving average (MA) component in the aggregated model. A similar feature …
Persistent link: https://www.econbiz.de/10011937289
Saved in:
6
Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?
Benmoussa, Amor-Aniss
;
Ellwanger, Reinhard
;
Snudden, Stephen
-
2023
Persistent link: https://www.econbiz.de/10014437432
Saved in:
7
Mixed frequency models with MA components
Foroni, Claudia
;
Marcellino, Massimiliano
;
Stevanović, …
-
2018
Temporal
aggregation
in general introduces a moving average (MA) component in the aggregated model. A similar feature …
Persistent link: https://www.econbiz.de/10011792277
Saved in:
8
Bayesian approach for Indonesia inflation forecasting
Amry, Zul
- In:
International journal of economics and financial issues …
8
(
2018
)
5
,
pp. 96-102
Persistent link: https://www.econbiz.de/10011979753
Saved in:
9
Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322224
Saved in:
10
Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina
;
Stancu, Stelian
;
Tindeche, …
- In:
Theoretical and applied economics : GAER review
23
(
2016
)
4
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011597578
Saved in:
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