Articoli correlati a Forecasting Economic Time Series Using Locally Stationary...
Forecasting Economic Time Series Using Locally Stationary Processes: A New Approach With Applications: 19 - Rilegato
Sinossi
Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to futures prices and the Dow Jones index. The approach turns out to be superior to the classical methods if the sample sizes are large and the forecasting horizons do not range too far into the future.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Tina Loll holds a Diploma in Civil Engineering from the University of Duisburg-Essen and a Diploma in Business Administration and Engineering from the University of Bochum. From 2007 to 2011 she worked as a research assistant at the Institute of Statistics and Econometrics of the University of Hamburg and received a Doctor of Economics.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 43,60
EUR 23,00 per la spedizione da Germania a U.S.A.
Destinazione, tempi e costiRisultati della ricerca per Forecasting Economic Time Series Using Locally Stationary...
Immagini fornite dal venditore
Forecasting economic time series using locally stationary processes : a new approach with applications. Volkswirtschaftliche Analysen ; Bd. 19.
Editore:
Frankfurt, M. u.a. : Lang, 2012
ISBN 10: 3631621876
ISBN 13: 9783631621875
Antico o usato
Rilegato
Da: Fundus-Online GbR Borkert Schwarz Zerfaß, Berlin, Germania
Valutazione del venditore 5 su 5 stelle
Originalhardcover. Condizione: Sehr gut. 138 S. : graph. Darst. Ein tadelloses Exemplar. - Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to futures prices and the Dow Jones index. The approach turns out to be superior to the classical methods if the sample sizes are large and the forecasting horizons do not range too far into the future. ISBN 9783631621875 Sprache: Englisch Gewicht in Gramm: 288. Codice articolo 1083716
Quantità: 1 disponibili
Immagini fornite dal venditore
Forecasting Economic Time Series using Locally Stationary Processes
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to futures prices and the Dow Jones index. The approach turns out to be superior to the classical methods if the sample sizes are large and the forecasting horizons do not range too far into the future. 140 pp. Englisch. Codice articolo 9783631621875
Quantità: 2 disponibili
Immagini fornite dal venditore
Forecasting Economic Time Series using Locally Stationary Processes
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Forecasting Economic Time Series using Locally Stationary ProcessesStationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be. Codice articolo 117177300
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Forecasting Economic Time Series using Locally Stationary Processes
Editore:
Peter Lang, Peter Lang Jan 2012, 2012
ISBN 10: 3631621876
ISBN 13: 9783631621875
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Neuware -Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to futures prices and the Dow Jones index. The approach turns out to be superior to the classical methods if the sample sizes are large and the forecasting horizons do not range too far into the future. 140 pp. Englisch. Codice articolo 9783631621875
Quantità: 2 disponibili
Immagini fornite dal venditore
Forecasting Economic Time Series using Locally Stationary Processes : A New Approach with Applications
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to futures prices and the Dow Jones index. The approach turns out to be superior to the classical methods if the sample sizes are large and the forecasting horizons do not range too far into the future. Codice articolo 9783631621875
Quantità: 1 disponibili
Immagini fornite dal venditore
Forecasting Economic Time Series using Locally Stationary Processes | A New Approach with Applications
Print on DemandDa: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Forecasting Economic Time Series using Locally Stationary Processes | A New Approach with Applications | Tina Loll | Buch | Englisch | 2012 | Peter Lang | EAN 9783631621875 | Verantwortliche Person für die EU: Lang, Peter GmbH, Gontardstr. 11, 10178 Berlin, r[dot]boehm-korff[at]peterlang[dot]com | Anbieter: preigu Print on Demand. Codice articolo 106625593
Quantità: 5 disponibili
Foto dell'editore
Forecasting Economic Time Series using Locally Stationary Processes: A New Approach with Applications (Volkswirtschaftliche Analysen)
Editore:
Peter Lang GmbH, Internationaler Verlag der Wissen, 2012
ISBN 10: 3631621876
ISBN 13: 9783631621875
Antico o usato
Rilegato
Da: Mispah books, Redhill, SURRE, Regno Unito
Valutazione del venditore 4 su 5 stelle
Hardcover. Condizione: Very Good. Very Good. book. Codice articolo ERICA82936316218766
Quantità: 1 disponibili