Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Szabolcs Blazsek, Alvaro Escribano and Adrian Licht
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian |
| Publisher: |
Getafe (Spain) : Universidad Carlos III de Madrid, Departamento de Economía |
| Subject: | Quasi-vector autoregressive (QVAR) model | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Scoring-Modell | Scoring model | Multivariate Verteilung | Multivariate distribution | VAR-Modell | VAR model | Ölpreis | Oil price | Inflationsrate | Inflation rate | Bruttoinlandsprodukt | Gross domestic product | USA | United States | 1987-2013 |
freely available
| Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
|---|---|
| Series: | UC3M working papers. - Getafe (Spain) : Department of Economics, Universidad Carlos III de Madrid, ZDB-ID 2879632-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10016/27483 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914526