An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Year of publication: |
July 2004 ; [Elektronische Ressource], rev
|
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Other Persons: | Bhardwaj, Geetesh (contributor) ; Swanson, Norman R. (contributor) |
Institutions: | Rutgers University / Department of Economics (contributor) |
Publisher: |
New Brunswick, NJ : Dep. of Economics, Rutgers, the State Univ. of New Jersey |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model |
Extent: | Online-Ressource, 45 p., text |
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Series: | Working papers / Rutgers University, Department of Economics. - New Brunswick, NJ : [Verlag nicht ermittelbar], ZDB-ID 2172035-6. - Vol. 2004,22 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Gesamttitel von der Homepage Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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