Forecast accuracy of abalone producer prices by shell size in the Republic of Korea : modified Diebold-Mariano tests of selected autoregressive models
Jongoh Nam and Seonghyun Sim
Year of publication: |
2018
|
---|---|
Authors: | Nam, Jong Oh ; Sim, Seonghyun |
Published in: |
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management. - Philadelphia, Pa. : Taylor & Francis, ISSN 1365-7305, ZDB-ID 1408966-X. - Vol. 22.2018, 4, p. 474-489
|
Subject: | Abalone producer price | ARMA model | forecasting accuracy | modified DM test | Südkorea | South Korea | Prognoseverfahren | Forecasting model | ARMA-Modell | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Erzeugerpreisindex | Producer price index | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting, (2002)
-
Testing serial dependence in time series models of counts against some INARMA alternatives
Jung, Robert, (2001)
-
Essays in prediction and specification analysis
Bhardwaj, Geetesh, (2006)
- More ...