Zoekresultaten
Resultaat 1 - 15 (van 15)
J.A. Doornik | M. Ooms Outlier detection in GARCH models
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
C.S. Bos | Philip Hans Franses | M. Ooms Inflation, forecast intervals and long memory regression models
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
Gedrukt boek
Siem-Jan Koopman | M. Ooms Time series modelling of daily tax revenues
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
Gedrukt boek
M. Ooms | Philip Hans Franses A seasonal periodic long memory model for monthly river flows
Non-fictie
Engels | 23 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
C.S. Bos | Philip Hans Franses | M. Ooms Long memory and level shifts: re-analysing inflation rates
Non-fictie
Engels | 21 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
M. Ooms | Uwe Hassler A note on the effect of seasonal dummies on the periodogram regression
Non-fictie
Engels | 7 pagina's | Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Philip Hans Franses | M. Ooms Forecasting changing seasonal components in German and US unemployment using periodic correlations
Non-fictie
Engels | 40 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
Philip Hans Franses | M. Ooms A periodic long memory ARFIMA (0,Ds,0) model for quarterly UK inflation
Non-fictie
Engels | 22 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
M. Ooms Flexible seasonal long memory and economic time series
Non-fictie
Engels | 47 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
Philip Hans Franses | M. Ooms Forecasting changing seasonal components using periodic correlations
Non-fictie
Engels | 28 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1994
Gedrukt boek
M. Ooms | Herman K. van Dijk Estimating pushing trends and pulling equilibria
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek
Siem-Jan Koopman | M. Ooms | Irma Hindrayanto Periodic unobserved cycles in seasonal time series with an application to US unemployment
Non-fictie
Engels | 39 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek
Siem-Jan Koopman | M. Ooms Forecasting daily time series using periodic unobserved components time series models
Non-fictie
Engels | 34 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Siem-Jan Koopman | M. Ooms | M. Angeles Carnero Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
M. Angeles Carnero | Siem-Jan Koopman | M. Ooms Periodic heteroskedastic RegARFIMA models for daily electricity spot prices
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek