Similar Search Results

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

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

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

About the choice of weighting matrices in the minimum variance controller

Engwerda, Jacob Christiaan; Otter, Pieter W. - 1988

Persistent link: https://www.econbiz.de/10000762212

A note on the factorization of multivariate time-series for policy analysis

Otter, Pieter W. - 1988

Persistent link: https://www.econbiz.de/10000762215

Modelling shareholder value of insurance companies

Eije, Johan H. von - In: New operational approaches for financial modelling, (pp. 247-258). 1997

Persistent link: https://www.econbiz.de/10001299219

Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems : A Systems Approach with Economic and Social Applications

Otter, Pieter W. - 1985

I: Introduction -- II: Elements of System Theory -- 2.1 Definitions of Dynamic Input-Output and State Space Models -- 2.2 Observability, Reconstructability and Controllability -- 2.3 Realization Theory -- 2.4 Canonical Forms -- 2.5 Stability -- A: Modelling, Filtering and Identification -- III:...

Persistent link: https://www.econbiz.de/10013518852

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

Parameter identifiability in Kalman filtering models

Otter, Pieter W. - 1988

Persistent link: https://www.econbiz.de/10000759383

Optimal selection of households for direct marketing by joint modeling of the probability and quantity of response

Otter, Pieter W. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003381698