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André Lucas Outlier robust unit root analysis
This book focuses on statistical methods for discriminating between competing models for the long-run behavior of economic time series. Traditional methods that are used in this context are sensitive to outliers in the data. Therefore, this book considers alternative methods that take into account the possibility that not all observations are generated by the postulated model. These methods are called outlier robust. The basic principle underlying outlier robust methods is that discordant observations...
Non-fictie
Engels | 239 pagina's | Thesis Publishers, Amsterdam | 1996
Gedrukt boek
André Lucas Least median of squares for autoregressions with additive outliers
Non-fictie
Engels | 17 pagina's | Vrije Universiteit, Amsterdam | 1996
Gedrukt boek
Philip Hans Franses | Teun Kloek | André Lucas Outlier robust analysis of market share and distribution relations for weekly scanning data
Non-fictie
Engels | 32 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Ronald van Dijk | Teun Kloek | André Lucas Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Non-fictie
Engels | 30 pagina's | Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek