Yousefi djamil (17 risultati)

Condizione: New.

Condizione: New.

Paperback. Condizione: Brand New. 52 pages. 8.66x5.91x0.12 inches. In Stock.

Taschenbuch. Condizione: Neu. Forecasting Macroeconomic Variables by Using Model Averaging | Applied Econometrics - Time Series Analysis | Djamil Yousefi | Taschenbuch | 52 S. | Englisch | 2017 | AV Akademikerverlag | EAN 9783330517066 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Are the forecasting results of model averaging more accurate, than the results provided by univariate models This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken s paper 'Averaging forecasts from VARs with uncertain instabilities', published 2010 in the Journal of Applied Econometrics. 52 pp. Englisch.…

Condizione: New. Print on Demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work investigates in a forecast application whether the forecast accuracy of the US unemployment growth rate can be improved when the time series model is augmented with Google Trends data. The empirical analysis is based on up to 10 distinct Google Trends search terms, which show a sufficiently high correlation with the target variable US unemployment rate. A Google index from the 10 Google search terms is derived by estimating a Factor model with the method of principal component analysis. By using a VAR model it is empirically shown that the forecast accuracy of the US unemployment growth rate can be improved by augmenting the model with the Google search terms. 88 pp. Englisch.…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Are the forecasting results of model averaging more accurate, than the results provided by univariate models This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken s paper 'Averaging forecasts from VARs with uncertain instabilities', published 2010 in the Journal of Applied Econometrics.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This work investigates in a forecast application whether the forecast accuracy of the US unemployment growth rate can be improved when the time series model is augmented with Google Trends data. The empirical analysis is based on up to 10 distinct Google Trends search terms, which show a sufficiently high correlation with the target variable US unemployment rate. A Google index from the 10 Google search terms is derived by estimating a Factor model with the method of principal component analysis. By using a VAR model it is empirically shown that the forecast accuracy of the US unemployment growth rate can be improved by augmenting the model with the Google search terms.…

Condizione: New. PRINT ON DEMAND.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Yousefi DjamilDjamil Yousefi, B.Sc. Economics, Major in Quantitative Economics, University of Constance.Are the forecasting results of model averaging more accurate, than the results provided by univariate models? This book shall.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Yousefi DjamilDjamil Yousefi, M.Sc. University of Konstanz, Major in Econometrics and Applied EconomicsThis work investigates in a forecast application whether the forecast accuracy of the US unemployment growth rate can be impro.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Are the forecasting results of model averaging more accurate, than the results provided by univariate models This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken¿s paper 'Averaging forecasts from VARs with uncertain instabilities', published 2010 in the Journal of Applied Econometrics.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 52 pp. Englisch.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This work investigates in a forecast application whether the forecast accuracy of the US unemployment growth rate can be improved when the time series model is augmented with Google Trends data. The empirical analysis is based on up to 10 distinct Google Trends search terms, which show a sufficiently high correlation with the target variable US unemployment rate. A Google index from the 10 Google search terms is derived by estimating a Factor model with the method of principal component analysis. By using a VAR model it is empirically shown that the forecast accuracy of the US unemployment growth rate can be improved by augmenting the model with the Google search terms.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 88 pp. Englisch.…

Taschenbuch. Condizione: Neu. Using Google Trends Data in Forecasting Economic Variables | Time Series Analysis | Djamil Yousefi | Taschenbuch | Englisch | 2019 | LAP LAMBERT Academic Publishing | EAN 9786200478412 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. …