Showing 21 - 30 of 754,187
The following paper discusses the analysis of some types of economic time series using an altered time scale, or … operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are … actually irregularly spaced in a more natural time scale. Section A discusses point or impulse sampling of related series and …
Persistent link: https://www.econbiz.de/10013217235
Problem Definition. Firms that sell products over a limited selling season often have only imperfect information about (a) the exact timing of that season, (b) the demand volume to expect, and (c) the temporal distribution of demand over the selling season. Given these uncertainties, firms must...
Persistent link: https://www.econbiz.de/10013249317
The following paper discusses the analysis of some types of economic time series using an altered time scale, or … operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are … actually irregularly spaced in a more natural time scale. Section A discusses point or impulse sampling of related series and …
Persistent link: https://www.econbiz.de/10012479094
Persistent link: https://www.econbiz.de/10011704451
Persistent link: https://www.econbiz.de/10013277121
The examination of the day-of-the-week effect has been a subject of financial research for over five decades. However, findings regarding different returns on specific weekdays have remained inconclusive. We aim to address this inconsistency by extending existing theories through the...
Persistent link: https://www.econbiz.de/10014354006
Persistent link: https://www.econbiz.de/10013436087
Persistent link: https://www.econbiz.de/10010520042
additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of … nowcasting performance relative to a linear mixed frequency VAR …
Persistent link: https://www.econbiz.de/10013243790
Persistent link: https://www.econbiz.de/10012804758