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The purpose of this paper is to show how certain results obtained by Peter Whittle [Whittle, P. 1963. Prediction and Regulation by Linear Least Square Methods. English Universities Press, London.] may be used to derive the results on adaptive forecasting obtained by Wage and Nerlove [Nerlove,...
Persistent link: https://www.econbiz.de/10009190968
Seasonal Effects in Qualitative Responses of Monthly Business Surveys, Modeled with Log-Linear Probability Methods, Can Be Extracted Like in Linear Regression Or Some Time Series Models by Using Dummy Variables. There Is Another Route to Extract the Seasonal Effect, Which Is to Unique to...
Persistent link: https://www.econbiz.de/10005353308
In This Paper We Analyse the Effect of Seasonal Fluctuations Monthly Business in Survey Responses. We Study the Belgium Data Because This Questionnaires Have Some Interesting Aspects with Regard to Seasonality Which Allow Us to Look At the Impact of Seasonality on the Estimation of Log-Linear...
Persistent link: https://www.econbiz.de/10005729662
Persistent link: https://www.econbiz.de/10002027809