Search Results - subject:"end-of-sample problem"

The End-of-Sample Problem in Output Gap Estimates

Sarabia, Arturo Antón - In: Economía Mexicana NUEVA ÉPOCA XIX (2010) 1, pp. 5-29

This paper evaluates to what extent the end-of-sample problem inherent to the Hodrick-Prescott (HP) filter may be …-Amant and van Norden and the linear trend method may significantly decrease the end-of-sample problem of the HP filter. These …

Persistent link: https://www.econbiz.de/10008490290

El problema al final de la muestra en la estimación del PIB potencial

Antón-Sarabia, Arturo - Centro de Investigación y Docencia Económicas (CIDE) - 2008

This paper evaluates to what extent the end-of-sample problem inherent to the Hodrick-Prescott (HP) filter may be … trend method may significantly decrease the end-of-sample problem of the HP filter. …

Persistent link: https://www.econbiz.de/10010823199

Stochastic modelling of random variables with an application in financial risk management

Moldovan, Max - 2003

The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention...

Persistent link: https://www.econbiz.de/10009438314