The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Anderson Luis Walker Amorin, Adriano Mendonça de Souza and Andreas Dittmar Weise
| Year of publication: |
2015
|
|---|---|
| Authors: | Amorin, Anderson Luis Walker ; Souza, Adriano Mendonça de ; Weise, Andreas Dittmar |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 1, p. 25-32
|
| Subject: | Real estate market stocks | Fractional integration | ARFIMA | Real estate forcasting | Immobilienmarkt | Real estate market | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | ARMA-Modell | ARMA model | Großbritannien | United Kingdom | Immobilienpreis | Real estate price | Kapitaleinkommen | Capital income | Immobilien | Real estate | Theorie | Theory |
| 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/10011311313