Results 81 to 90 of about 262 (135)

Anthropogenic Influences on Atmospheric CO2

open access: yes
We identify anthropogenic contributions to atmospheric CO2 measured at Mauna Loa using a statistical automatic model selection algorithm (Autometrics). We find that vegetation, temperature and other natural factors alone cannot explain the trend or the ...
Felix Pretis, David Hendry
core  

Automated financial multi-path GETS modelling [PDF]

open access: yes
General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models
Alvaro Escribano, Genaro Sucarrat
core  

Automated model selection in finance: General-to-specic modelling of the mean and volatility specications [PDF]

open access: yes
General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models
Alvaro Escribano, Genaro Sucarrat
core  

Desagregação e pesos estocásticos em projeções de agregados econômicos: uma análise para o PIB brasileiro

open access: yes, 2015
O presente estudo tem como objetivo comparar e combinar diferentes técnicas de projeção para o PIB trimestral brasileiro de 1991 ao segundo trimestre de 2014, utilizando dados agregados, e dados desagregados com pesos fixos e estocásticos.
Souza, Rafael Keiti Oiski Grunho de
core  

Multi-sector inflation forecasting - quarterly models for South Africa. [PDF]

open access: yes
Inflation is a far from homogeneous phenomenon, a fact often neglected in modeling consumer price inflation. Using a novel methodology grounded in theory, the ten sub-components of the consumer price index (excluding mortgage interest rates), are modeled
John Muellbauer, Janine Aron
core  

Econometric Modelling of Changing Time Series

open access: yes
We model expenditure on food in the USA, using an extended time series. Even when a theory is essentially 'correct', it can manifest serious mis-specification if just fitted to data, ignoring its observed characteristics and major external events such ...
Grayham E. Mizon, David Hendry
core  

Previsão da produção industrial do Amazonas e do estado de São Paulo através de sua produção industrial agregada ou desagregada, ou a combinação delas

open access: yes
Este trabalho investiga se o uso de uma série agregada, desagregada ou a combinação de ambas, melhora a previsão da série agregada. Utilizam-se técnicas econométricas, como o operador de seleção e o algoritmo Autometrics, para prever a primeira diferença
Magalhães, Márcio Murilo Ferreira
core  

Autometrics

open access: yes, 2016
Doornik, J, Shephard, N, J.Castle
openaire   +1 more source

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