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Direct estimation of entropy and revisions to the national income accounts

Patterson, Kerry D. - In: The statistician : journal of the Institute of Statisticians 40 (1991) 1, pp. 35-50

Persistent link: https://www.econbiz.de/10001120235

Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?

Heravi, Saeed M.; Patterson, Kerry D. - In: International journal of computational economics and … 11 (2021) 3, pp. 201-221

Persistent link: https://www.econbiz.de/10012597684

The accuracy of OECD forecasts for Canada and the United States

Ash, J. C. K; Smyth, David J.; Heravi, Saeed M. - 1991

Persistent link: https://www.econbiz.de/10000827178

Forecasting European industrial production with singular spectrum analysis

Hassani, Hossein; Heravi, Saeed M.; Žigljavskij, … - In: International journal of forecasting 25 (2009) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10003833278

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837