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  • Search: subject:"data snooping: multiple forecast comparisons"
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Year of publication
Subject
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Mixed spectrum 1 autoregressive methods 1 data snooping: multiple forecast comparisons 1 dynamic harmonic regression 1 eigenvalue methods 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Artis, Michael 1 Clavel, José G. 1 Hoffmann, Mathias 1 Nachane, Dilip 1
Institution
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1
Published in...
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IEW - Working Papers 1
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RePEc 1
Showing 1 - 1 of 1
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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...
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