Signal Extraction Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points /
The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer 'long-term' prop...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
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Edición: | 1st ed. 2005. |
Colección: | Lecture Notes in Economics and Mathematical Systems,
547 |
Temas: | |
Acceso en línea: | Texto Completo |