Similar Search Results

Statistik für Wirtschaftswissenschaftler : Eine realdatenbasierte Einführung mit SPSS

Eckstein, Peter P. - 2010 - 2., aktualisierte und erweiterte Auflage

Dieses fundierte Lehrbuch führt umfassend und praxisrelevant in die statistische Methodenlehre für wirtschaftswissenschaftliche Studiengänge ein. Verfahren der Deskriptiven Statistik, der Explorativen Datenanalyse, der Stochastik, der Induktiven Statistik sowie der Multivariaten Statistik...

Persistent link: https://www.econbiz.de/10013517155

Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]

Eckstein, Peter P. - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003646673

Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS

Eckstein, Peter P. - 2010 - 2., aktualisierte und erw. Aufl.

Persistent link: https://www.econbiz.de/10003978923

Comparing the DSGE modelwith the factor model:an out-of-sample forecasting experiment

Wang, Mu-Chun - Deutsche Bundesbank <Frankfurt, Main> / … - 2008

represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …

Persistent link: https://www.econbiz.de/10005866191

Non-linear versus non-gaussian volatility models in application to different financial markets

Miazhynskaia, Tatiana; Dorffner, Georg; Dockner, … - 2003

We used neural-network based modelling to generalize the linear econometric return models and compare their out-of-sample predictive ability in terms of different performance measures under three density specifications.(...)

Persistent link: https://www.econbiz.de/10005844728

Priors from DSGE models for dynamic factor analysis

Bäurle, Gregor - 2008

We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...

Persistent link: https://www.econbiz.de/10010316078

SEMIFAR models

Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999

Recent results on so-called SEMIFAR models introduced by Beran (1997) are discussed. The nonparametric deterministic trend is estimated by a kernel method. The differencing and fractional differencing parameters as well as the autoregressive coefficients are estimated by an approximate maximum...

Persistent link: https://www.econbiz.de/10010316696

Is core money growth a good and stable inflation predictor in the euro area?

Carstensen, Kai - 2007

. Using an out-of-sample forecasting exercise and a stability analysis, it is shown that core money growth carries important … information not contained in the inflation history, that its inclusion in a forecasting model can increase the forecasting … forecasting model at all horizons is the one proposed by Gerlach (2004) that includes the inflation gap, the difference between …

Persistent link: https://www.econbiz.de/10010260569

Cointegration analysis with mixed-frequency data

Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2007

We develop a method for directly modeling cointegrated multivariate time series that are observed in mixed frequencies. We regard lower-frequency data as regularly (or irregularly) missing and treat them with higher-frequency data by adopting a state-space model. This utilizes the structure of...

Persistent link: https://www.econbiz.de/10010264085

Forecasting nonlinear aggregates and aggregates with time-varying weights

Luetkepohl, Helmut - 2010

aggregates are time-varying, much of the literature on forecasting aggregates considers the case of linear aggregates with fixed … theoretical setup and the forecasting results. …

Persistent link: https://www.econbiz.de/10010270456