Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Chris Blakely and Tucker McElroy
| Year of publication: |
2017
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|---|---|
| Authors: | Blakely, Chris ; McElroy, Tucker |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 4, p. 447-467
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| Subject: | SARIMA | seasonality | time series | trend | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1140277 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795242