Permanent shocks and forecasting with moving averages
Yoonsuk Lee and B. Wade Brorsen
| Year of publication: |
March 2017
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|---|---|
| Authors: | Lee, Yoonsuk ; Brorsen, Wade |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 12, p. 1213-1225
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| Subject: | Poisson-jump process | Bernoulli-jump process | GMM | calibration test | autoregressive integrated moving average with outliers | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schock | Shock | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1213368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011811267