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  • Search: subject:"autoregressive methods"
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Year of publication
Subject
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autoregressive methods 2 dynamic harmonic regression 2 eigenvalue methods 2 Mixed spectrum 1 data snooping 1 data snooping: multiple forecast comparisons 1 mixed spectrum 1 multiple forecast comparisons 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Hoffmann, Mathias 2 Artis, Michael 1 Artis, Michael J 1 Clavel, Jose Garcia 1 Clavel, José G. 1 Nachane, Dilip 1 Nachane, Dilip M 1
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Institution
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C.E.P.R. Discussion Papers 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1
Published in...
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CEPR Discussion Papers 1 IEW - Working Papers 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Harmonic Regression Models: A Comparative Review with Applications.
Artis, Michael; Clavel, José G.; Hoffmann, Mathias; … - Institut für Volkswirtschaftslehre, … - 2007
Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper the five major methods suggested under this approach are critically reviewed and compared, and their empirical...
Persistent link: https://www.econbiz.de/10005463539
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Cover Image
Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
Artis, Michael J; Clavel, Jose Garcia; Hoffmann, Mathias; … - C.E.P.R. Discussion Papers - 2007
Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper, the five major methods suggested under this approach are critically reviewed and compared, and their empirical...
Persistent link: https://www.econbiz.de/10005504395
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