Titlebook: Economic Structural Change; Analysis and Forecas Peter Hackl,Anders Holger Westlund Conference proceedings 1991 Springer-Verlag Berlin Heid

Genome

弄污

Stability Analysis Using Kalman Filtering, Scoring, EM, and an Adaptive EM methodGoldfeld type) West German money-demand function testing its stability via testing the variances of the random walk for zero. We compare these results to a descriptive stability analysis that uses so-called flexible least squares—a nonstochastic variant of Kaiman filtering.

Obituary

https://doi.org/10.1007/978-3-658-08233-8e Monte Carlo computes sequences of rejection frequencies of DF and Chow tests and shows that these are low. Thus, care is required in interpreting unit-root tests since failure to reject does not entail that the null is true.

gene-therapy

misshapen

DIS

A New Approach to Statistical Forecastinging it possible to have different models or methods or both to predict each of the m horizons. In addition to being theoretically appealing, this new approach outperforms the best method of the M-competition by a large margin when tested empirically.

乞丐

外面

IntroductionThis volume contains 21 papers that are grouped into four parts. These are:

Constitution

https://doi.org/10.1007/978-3-322-83852-0of the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.

顯示

https://doi.org/10.1007/978-3-662-50518-2 to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.