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Kawasaki, Y.
( Y. Kawasaki)
3 c 5 model 3 c 6 unit roots series 3 c 4 1998 jan forecasting time series model forecast time series models production parameter franse table country kawasaki 2 2 2 wiley 1975– sep time series production series 1975– journal copyright 3 c 3 -3 c 5 16 oecd countries 77–88 number observation germany trend method paper sample c 5 l kalman fi lter c 6 l harvey selection reduction polynomial sample size result rmspe tables iv 1975– oct japan error netherland out-of-sample component section greece analysis luxemburg portugal equation seasonality model selection approach simulation results out-of-sample forecasting canada prediction model selection procedure z ¢ ft trend model within-sample analysis month italy 1|0 10-1 spain criteria france austria simulation finland matrix
2 Most Recent Publications
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Do seasonal unit roots matter for forecasting monthly industrial production?
(Article)
Franses, Ph.H.B.F. Kawasaki, Y. |
2004-03-03
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Detecting seasonal unit roots in a structural time series model
(Article)
Franses, Ph.H.B.F. Kawasaki, Y. |
2003-01-01
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