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...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2005.
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| Series: | Lecture Notes in Economics and Mathematical Systems,
547 |
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| Online Access: | Full Text via HEAL-Link |
