Search Results - subject:"Box–Jenkins"

The correlogram of a long memory process plus a simple noise

Granger, C. W. J.; Mármol, Francesc - 1997

Persistent link: https://www.econbiz.de/10000978188

Long-run neutrality and superneutrality in an ARIMA framework: comment

Haug, Alfred Albert - In: The American economic review 87 (1997) 4, pp. 756-759

Persistent link: https://www.econbiz.de/10001226843

A new method for obtaining the autocovariance of an ARMA model : an exact-form solution

Karanasos, Menelaos - 1996

Persistent link: https://www.econbiz.de/10000945555

Exact maximum likelihood estimation of fractional models and time series nature of the real GNP of Korea

Lee, Yang-seob - In: The Korean economic review 12 (1996) 2, pp. 113-141

Persistent link: https://www.econbiz.de/10001219921

Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model

Rosel, Jesús; Jara, Pilar; Arnau, Jaime - In: Quality & Quantity: International Journal of Methodology 36 (2002) 4, pp. 411-425

Persistent link: https://www.econbiz.de/10009391094

Kurzfristige Prognose von Tageszeitreihen mit Kalendereffekten

Scholze, Stephan - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008860479

Long memory in foreign exchange rates revisited

Tschernig, Rolf - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 53-78

Persistent link: https://www.econbiz.de/10001508144

Bayesian analysis of long memory and persistence using ARFIMA models

Koop, Gary (contributor) - 1995

Persistent link: https://www.econbiz.de/10000918205

The minimum wage, employment, and the AS-IF methodology: A forecasting approach to evaluating the minimum wage

Wolfson, Paul; Belman, Dale - In: Empirical Economics 26 (2001) 3, pp. 487-514

Out-of-sample employment forecasts for 33 U.S. industries which are likely to be sensitive to the federal minimum wage are, more often than not, more accurate when information about the minimum wage is not taken into account. This is true even in instances where this information improves wage...

Persistent link: https://www.econbiz.de/10005382320

A simple neural network for ARMA(p,q) time series

Hwarng, H. Brian; Ang, H. T. - In: Omega 29 (2001) 4, pp. 319-333

-layer feedforward network and that the two-layered network is comparable to the Box-Jenkins modelling approach for a majority of the … ARMA(p,q) time series studied and better than the Box-Jenkins modelling approach when the ARMA structure gets more complex … popular Box-Jenkins model. …

Persistent link: https://www.econbiz.de/10005358651