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      <record key="001" att1="001" value="LIB910248300" att2="LIB910248300">001   LIB910248300</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/eco/es-51.pdf</field>
      <field key="079" subkey="z">Kunst, Robert M., Decision Bounds for Data-Admissible Seasonal Models (pdf)</field>
      <field key="079" subkey="y">http://ideas.repec.org/p/ihs/ihsesp/51.html</field>
      <field key="079" subkey="z">Institute for Advanced Studies. Economics Series; 51 (RePEc)</field>
      <field key="100" subkey="">Kunst, Robert M.</field>
      <field key="103" subkey="">Institute for Advanced Studies, Vienna and Johannes Kepler University Linz</field>
      <field key="331" subkey="">Decision Bounds for Data-Admissible Seasonal Models</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Wien</field>
      <field key="412" subkey="">Institut für Höhere Studien</field>
      <field key="425" subkey="">1997, November</field>
      <field key="433" subkey="">28 pp.</field>
      <field key="451" subkey="">Institut für Höhere Studien; Reihe Ökonomie; 51</field>
      <field key="451" subkey="h">Kunst, Robert M. (Ed.) ; Fisher, Walter (Ed.) ; Riedl, Arno (Ed.)</field>
      <field key="461" subkey="">Economics Series</field>
      <field key="544" subkey="">IHSES 51</field>
      <field key="700" subkey="">C32</field>
      <field key="720" subkey="">Unit Roots</field>
      <field key="720" subkey="">Seasonal Cointegration</field>
      <field key="720" subkey="">Model Selection</field>
      <field key="753" subkey="">Abstract: The selection problem among models for the seasonal behavior in time series is considered. The central decision of</field>
      <field key="int" subkey="e">rest is between models with seasonal unit roots and with deterministic cycles. In multivariate models, also the number of</field>
      <field key="sto" subkey="c">hastic seasonal factors is a discrete parameter of interest. To enable restricting attention to data-admissible models, a new</field>
      <field key="att" subkey="e">mpt is made at defining data admissibility. Among data-admissible model classes, statistical decision rules are constructed</field>
      <field key="on" subkey="t">he basis of weighting priors and decision-bounds analysis. The procedure is applied to some exemplary economics series. Many</field>
      <field key="uni" subkey="v">ariate series select models without seasonal unit roots but the bivariate experiments enhance the importance of seasonal unit</field>
      <field key="roo" subkey="t">s with restricted influence of seasonal constants. The framework of decision-bounds analysis offers a convenient alternative</field>
      <field key="to" subkey="s">equences of classical hypothesis tests.;</field>
    </SEQUENTIAL>
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