Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
Year of publication: |
2013-08-10
|
---|---|
Authors: | Swanson, Norman ; Urbach, Richard |
Institutions: | Department of Economics, Rutgers University-New Brunswick |
Subject: | seasonal unit root | periodic autoregression | difference stationary |
-
Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman, (2013)
-
Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R., (2013)
-
Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R., (2015)
- More ...
-
Predictive Inference for Integrated Volatility
Corradi, Valentina, (2006)
-
Predictive Density Evaluation. Revised.
Corradi, Valentina, (2006)
-
Corradi, Valentina, (2003)
- More ...