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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002
Persistent link: https://www.econbiz.de/10001742139
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...
Persistent link: https://www.econbiz.de/10009775964
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Monitoring von Prognosemodellen
Küsters, Ulrich; Becker, Claudia - 2004
Persistent link: https://www.econbiz.de/10003070116
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
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Die Re-Analyse von Monitor-Schwellenwerten und die Entwicklung ARIMA-basierter Monitore für die exponentielle Glättung
Becker, Claudia - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003386368
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Prognose sporadischer Nachfragen : ein Verfahrensvergleich
Speckenbach, Jan - 2017 - 1. Auflage
Persistent link: https://www.econbiz.de/10011653528
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Time series analysis : forecasting and control
Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. - 1994 - 3. ed.
in this part is devoted to intervention analysis and outlier detection. Part 4 is on Design of Discrete Control Schemes …
Persistent link: https://www.econbiz.de/10000348515
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Optimal growth under loss aversion
Rosenblatt-Wisch, Rina - 2005
Persistent link: https://www.econbiz.de/10003317717
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Perception-based data mining and decision making in economics and finance : with 37 tables
Batyršin, Ildar (contributor); Batyrshin, Ildar (ed.) - 2007
Persistent link: https://www.econbiz.de/10003335960
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …
Persistent link: https://www.econbiz.de/10000655961