Narrow search
Showing 11 - 20 of 32,051
Cover Image
Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis
Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN journal of applied statistics 4 (2013) 2, pp. 51-68
This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation … obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze …
Persistent link: https://www.econbiz.de/10011474361
Cover Image
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc; Mordant, Gilles - 2021
Persistent link: https://www.econbiz.de/10012698528
Cover Image
The integrated copula spectrum
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, … - 2021
Persistent link: https://www.econbiz.de/10012698536
Cover Image
Quantile coherency : a general measure for dependence between cyclical economic variables
Baruník, Jozef; Kley, Tobias - In: The econometrics journal 22 (2019) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10012166706
Cover Image
Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis
Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN Journal of Applied Statistics 04 (2013) 2, pp. 51-68
This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation … obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze …
Persistent link: https://www.econbiz.de/10011482590
Cover Image
A note on a specification test for time series models based on spectral density estimation
Dette, Holger; Spreckelsen, Ingrid - 2001
In a recent paper Paparoditis (2000) proposed a new goodness-of-fit test for time series models based on spectral density estimation. The test statistic is based on the distance between a kernel estimator of the ratio of the true and the hypothesized spectral density and the expected value of...
Persistent link: https://www.econbiz.de/10009775974
Cover Image
Fourier transformation on model fitting for Pakistan inflation rate
Iqbal, Anam; Ahmad, Basheer; Iqbal, Kanwal; Ali, Asad - In: Inventi impact: emerging economies (2018) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10012241663
Cover Image
Saddlepoint approximations for short and long memory time series : a frequency domain approach
La Vecchia, Davide; Ronchetti, Elvezio - In: Journal of econometrics 213 (2019) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10012304589
Cover Image
Fourier transformation on model fitting for Pakistan inflation rate
Iqbal, Anam; Ahmad, Basheer; Iqbal, Kanwal; Ali, Asad - In: Business and Economic Research : BER 8 (2018) 1, pp. 84-94
Persistent link: https://www.econbiz.de/10011859774
Cover Image
Analysis of time series to examine the impact of the EU Timber Regulation (EUTR) on European timber trade
Becher, Georg - 2019
on inference from periodogram revealed cycles of 3, 4, 6 and 12 months, except for time series of tropical wood imports …
Persistent link: https://www.econbiz.de/10012135671