On the selection of forecasting models:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2003
|
| Schriftenreihe: | Working paper series / European Central Bank
214 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 59 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV017063183 | ||
| 003 | DE-604 | ||
| 005 | 20060105 | ||
| 007 | t | ||
| 008 | 030408s2003 gw |||| 00||| eng d | ||
| 016 | 7 | |a 966649559 |2 DE-101 | |
| 035 | |a (OCoLC)76425556 | ||
| 035 | |a (DE-599)BVBBV017063183 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-12 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Inoue, Atsushi |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a On the selection of forecasting models |c by Atsushi Inoue and Lutz Kilian |
| 264 | 1 | |a Frankfurt am Main |b Europ. Central Bank |c 2003 | |
| 300 | |a 59 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / European Central Bank |v 214 | |
| 650 | 0 | 7 | |a Prognoseverfahren |0 (DE-588)4358095-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bewertung |0 (DE-588)4006340-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Prognoseverfahren |0 (DE-588)4358095-6 |D s |
| 689 | 0 | 1 | |a Bewertung |0 (DE-588)4006340-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Kilian, Lutz |e Verfasser |0 (DE-588)130444812 |4 aut | |
| 810 | 2 | |a European Central Bank |t Working paper series |v 214 |w (DE-604)BV012681744 |9 214 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010295546&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-010295546 | |
Datensatz im Suchindex
| _version_ | 1807772347320500224 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
INTRODUCTION
7
2
ASYMPTOTIC
THEORY
11
2.
1
PRELIMINARIES
11
2.2
NOTATION
1
2
2.3
RESULTS
FOR
THE
COVARIANCE
STATIONARY
CASE
1
4
2.4
RESULTS
IN
THE
PRESENCE
OF
UNMODELED
STRUCTURAL
CHANGE
20
3
SIMULATION
EVIDENCE
24
3.
1
BASELINE
SETTING
WITHOUT
STRUCTURAL
CHANGE
25
3.1.1
APPLICATION
I
:
FORECASTING
BASED
ON
ECONOMIC
FUNDAMENTALS
26
3.
1
.2
APPLICATION
2:
LAG
ORDER
SELECTION
FOR
AUTOREGRESSION
32
3.
1
.3
HOW
PRACTICALLY
RELEVANT
ARE
THE
RISSANEN
ASYMPTOTICS?
34
3.
1
.4
HOW
ROBUST
ARE
THE
SIMULATION
RESULTS
TO
THE
CHOICE
OF
R/T?
34
3.2
MODIFIED
SETTING
WITH
UNMODELED
STRUCTURAL
CHANGE
35
4
CONCLUDING
REMARKS
36
APPENDIX:
PROOFS
39
TABLES
&
FIGURES
42
REFERENCES
52
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
54 |
| any_adam_object | 1 |
| author | Inoue, Atsushi Kilian, Lutz |
| author_GND | (DE-588)130444812 |
| author_facet | Inoue, Atsushi Kilian, Lutz |
| author_role | aut aut |
| author_sort | Inoue, Atsushi |
| author_variant | a i ai l k lk |
| building | Verbundindex |
| bvnumber | BV017063183 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)76425556 (DE-599)BVBBV017063183 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV017063183</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20060105</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">030408s2003 gw |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">966649559</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76425556</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV017063183</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Inoue, Atsushi</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">On the selection of forecasting models</subfield><subfield code="c">by Atsushi Inoue and Lutz Kilian</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Europ. Central Bank</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">59 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Working paper series / European Central Bank</subfield><subfield code="v">214</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kilian, Lutz</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130444812</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">European Central Bank</subfield><subfield code="t">Working paper series</subfield><subfield code="v">214</subfield><subfield code="w">(DE-604)BV012681744</subfield><subfield code="9">214</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010295546&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010295546</subfield></datafield></record></collection> |
| id | DE-604.BV017063183 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-19T00:07:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010295546 |
| oclc_num | 76425556 |
| open_access_boolean | |
| owner | DE-12 |
| owner_facet | DE-12 |
| physical | 59 S. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Inoue, Atsushi Verfasser aut On the selection of forecasting models by Atsushi Inoue and Lutz Kilian Frankfurt am Main Europ. Central Bank 2003 59 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 214 Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 s Bewertung (DE-588)4006340-9 s DE-604 Kilian, Lutz Verfasser (DE-588)130444812 aut European Central Bank Working paper series 214 (DE-604)BV012681744 214 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010295546&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Inoue, Atsushi Kilian, Lutz On the selection of forecasting models Prognoseverfahren (DE-588)4358095-6 gnd Bewertung (DE-588)4006340-9 gnd |
| subject_GND | (DE-588)4358095-6 (DE-588)4006340-9 |
| title | On the selection of forecasting models |
| title_auth | On the selection of forecasting models |
| title_exact_search | On the selection of forecasting models |
| title_full | On the selection of forecasting models by Atsushi Inoue and Lutz Kilian |
| title_fullStr | On the selection of forecasting models by Atsushi Inoue and Lutz Kilian |
| title_full_unstemmed | On the selection of forecasting models by Atsushi Inoue and Lutz Kilian |
| title_short | On the selection of forecasting models |
| title_sort | on the selection of forecasting models |
| topic | Prognoseverfahren (DE-588)4358095-6 gnd Bewertung (DE-588)4006340-9 gnd |
| topic_facet | Prognoseverfahren Bewertung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010295546&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT inoueatsushi ontheselectionofforecastingmodels AT kilianlutz ontheselectionofforecastingmodels |