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The stationarity of data revisions : a study of some national income aggregates

Patterson, Kerry D.; Heravi, Saeed M.; Ash, J. C. K - 1989 - Preliminary draft

Persistent link: https://www.econbiz.de/10000766105

The stationarity of data revisions : a study of some national income aggregates

Patterson, K. D.; Heravi, Saeed M.; Ash, J. C. K - 1989

Persistent link: https://www.econbiz.de/10000126596

Forecasting UK industrial production with multivariate singular spectrum analysis

Hassani, Hossein; Heravi, Saeed M.; Žigljavskij, … - In: Journal of forecasting 32 (2013) 5, pp. 395-408

Persistent link: https://www.econbiz.de/10009788817

Log-periodogram estimation of the long-memory parameter : a review and evaluation of competing estimators

Heravi, Saeed M.; Patterson, Kerry D. - 2013

Persistent link: https://www.econbiz.de/10010201225

Forecasting US tourist arrivals using optimal singular spectrum analysis

Hassani, Hossein; Webster, Allan D.; Silva, Emmanuel Sirimal - In: Tourism management : research, policies, practice 46 (2015), pp. 322-335

Persistent link: https://www.econbiz.de/10010486219

Generalized State-Dependent Models : A Multivariate Approach

Heravi, Saeed M. - 2016

The main purpose of this paper is to develop generalized ‘State Dependent Models' (SDM) in a multivariate framework for empirical analysis. This significantly extends the existing SDM which only allow univariate analysis following a simple AR process. The extended model enables greater...

Persistent link: https://www.econbiz.de/10012990747