Similar Search Results

Nonstationarity in GARCH models : a Bayesian analysis

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122477

Comparing predictive accuracy

Diebold, Francis X.; Mariano, Roberto S. - 1991

Persistent link: https://www.econbiz.de/10000108981

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

Persistent link: https://www.econbiz.de/10000966951

Comparing predictive accuracy

Diebold, Francis X.; Mariano, Roberto S. - 1994

Persistent link: https://www.econbiz.de/10000920919

Comparing predictive accuracy I : an asymptotic test

Diebold, Francis X.; Mariano, Roberto S. - 1991

Persistent link: https://www.econbiz.de/10000824177

Zeitreihenanalyse

Schlittgen, Rainer; Streitberg, Bernd H. J. - 1999 - 8., überarb. Aufl.

Persistent link: https://www.econbiz.de/10000677443

Comparing predictive accuracy

Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 253-263

Persistent link: https://www.econbiz.de/10001182358

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

Angewandte Zeitreihenanalyse mit R

Schlittgen, Rainer; Sattarhoff, Cristina - 2020 - 4., erweiterte und aktualisierte Auflage

Persistent link: https://www.econbiz.de/10012175412

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10010338455