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~subject:"Estimation theory"
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Estimation theory
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5
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1974-1984
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Otter, Pieter W.
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Horváth, C.
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Jongma, Arjen
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Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
3
Economic modelling
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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On model reduction and multiperiod ahead prediction in vector autoregressive models
Otter, Pieter W.
- In:
Economic modelling
12
(
1995
)
4
,
pp. 339-341
Persistent link: https://www.econbiz.de/10001191696
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2
Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting
Otter, Pieter W.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001096502
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3
On Wiener-Granger causality, information and canonical correlation
Otter, Pieter W.
- In:
Economics letters
35
(
1991
)
2
,
pp. 187-191
Persistent link: https://www.econbiz.de/10001102120
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4
Feed-forward neural network models considered from an econometrics point of view : modelling, estimation and prediction aspects compared and discussed
Otter, Pieter W.
;
Jongma, Arjen
-
1992
Persistent link: https://www.econbiz.de/10000836841
Saved in:
5
Canonical correlation, Wiener-Granger causality and multi-period ahead prediction in multivariate time series : theory and an application
Otter, Pieter W.
-
1990
Persistent link: https://www.econbiz.de/10000800747
Saved in:
6
On model reduction and multiperiod ahead prediction in vector autoregressive models
Otter, Pieter W.
-
1991
Persistent link: https://www.econbiz.de/10000823940
Saved in:
7
On the detection of effective marketing instruments and causality in VAR models
Horváth, C.
;
Otter, Pieter W.
-
2000
Persistent link: https://www.econbiz.de/10001539548
Saved in:
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