Forecasting macroeconomic time series with locally adaptive signal extraction
Paolo Giordani; Mattias Villani
| Year of publication: |
2010
|
|---|---|
| Authors: | Giordani, Paolo ; Villani, Mattias |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 2, p. 312-325
|
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bewertung | Evaluation | ARCH-Modell | ARCH model | Zustandsraummodell | State space model | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003980375