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  • Search: subject:"Estimation windows"
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Year of publication
Subject
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averaging over estimation windows 4 structural breaks 4 Air travel demand 3 Combination of forecasts 3 Estimation windows 3 Structural breaks 3 exponentially down-weighting observations 3 Forecast combinations 2 Prognose 2 Prognoseverfahren 2 Schätzung 2 Strukturbruch 2 Zeitreihenanalyse 2 forecast combinations 2 Air passenger transport 1 Air transport 1 Demand 1 Estimation 1 Forecast 1 Forecasting model 1 Inflation 1 Luftverkehr 1 Maßzahl 1 Nachfrage 1 OECD-Staaten 1 Passagierluftverkehr 1 Random Walk 1 Structural break 1 Theorie 1 Time series analysis 1 Volatilität 1 exponentially downweighting observations 1
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Online availability
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Free 7
Type of publication
All
Book / Working Paper 7
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 6 Undetermined 1
Author
All
Jungmittag, Andre 3 Pick, Andreas 3 Pesaran, M. Hashem 2 Pesaran, M.H. 1 Pesaran, Mohammad Hashem 1 Pick, A. 1
Institution
All
CESifo 1 Fachbereich Wirtschaft und Recht, Fachhochschule Frankfurt am Main 1 Faculty of Economics, University of Cambridge 1 de Nederlandsche Bank 1
Published in...
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Working Paper Series: Business and Law 2 CESifo Working Paper 1 CESifo Working Paper Series 1 Cambridge Working Papers in Economics 1 DNB Working Papers 1 Working paper series: business and law 1
Source
All
RePEc 4 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 7 of 7
Cover Image
Combination of forecasts across estimation windows: An application to air travel demand
Jungmittag, Andre - 2014
forecast horizons from one to twelve months-ahead, which are based on different average estimation windows, expanding windows …This paper applies combining forecasts of air travel demand generated from the same model but over different estimation … windows. The combination approach used resorts to Pesaran and Pick (2011), but the empirical application is extended in …
Persistent link: https://www.econbiz.de/10010368974
Saved in:
Cover Image
Combination of forecasts across estimation windows: An application to air travel demand
Jungmittag, Andre - Fachbereich Wirtschaft und Recht, Fachhochschule … - 2014
forecast horizons from one to twelve months-ahead, which are based on different average estimation windows, expanding windows …This paper applies combining forecasts of air travel demand generated from the same model but over different estimation … windows. The combination approach used resorts to Pesaran and Pick (2011), but the empirical application is extended in …
Persistent link: https://www.econbiz.de/10010954153
Saved in:
Cover Image
Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre - 2014
forecast horizons from one to twelve months-ahead, which are based on different average estimation windows, expanding windows …This paper applies combining forecasts of air travel demand generated from the same model but over different estimation … windows. The combination approach used resorts to Pesaran and Pick (2011), but the empirical application is extended in …
Persistent link: https://www.econbiz.de/10010367205
Saved in:
Cover Image
Forecasting Random Walks under Drift Instability
Pesaran, M. Hashem; Pick, Andreas - de Nederlandsche Bank - 2009
estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … estimation windows leads to a lower bias and to a lower root mean square forecast error for all but the smallest of breaks …
Persistent link: https://www.econbiz.de/10005106659
Saved in:
Cover Image
Forecasting random walks under drift instability
Pesaran, Mohammad Hashem; Pick, Andreas - 2008
estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … estimation windows leads to a lower bias and to a lower root mean square forecast error for all but the smallest of breaks …
Persistent link: https://www.econbiz.de/10010276222
Saved in:
Cover Image
Forecasting Random Walks Under Drift Instability
Pesaran, M. Hashem; Pick, Andreas - CESifo - 2008
estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … estimation windows leads to a lower bias and to a lower root mean square forecast error for all but the smallest of breaks …
Persistent link: https://www.econbiz.de/10005094212
Saved in:
Cover Image
Forecasting Random Walks Under Drift Instability
Pesaran, M.H.; Pick, A. - Faculty of Economics, University of Cambridge - 2008
estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … estimation windows leads to a lower bias and to a lower root mean square forecast error for all but the smallest of breaks …
Persistent link: https://www.econbiz.de/10005207843
Saved in:
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