1,721,103 research outputs found
Inference in threshold autoregressive conditional heteroscedastic models: a resampling approach
No full textModelli non lineari di seconda e terza generazione: aspetti teorici ed evidenze empiriche
No full textWorking Paper 3.67 DiSE
Un modello soglia con Eteroschedasticità condizionata per tassi di cambio
No full textWorking Papers n.3.78 del DiSE
Modelling Asymmetries in Unemployment Rate
No full textIn this paper we propose the use of a threshold autoregressive
conditional heteroakedastic model to examine the dynamic
asymmetries in the unemployment rate time series. A simple
extension that allows to account for seasonal variation is also considered. The model performance and the effect of different choices of the threshold variable are investigated on the U.S. unemployment rate time series
Esigenze di utilizzazione delle statistiche e qualità dei dati
No full textScopo di questa nota è di evidenziare le modifiche intervenute nella struttura della domanda e offerta di informazone statistica a seguitodel diffondersi di una cultura quantitativamente qualificata che ha richiesto una straordinaria crescita della produzione di statistiche
Forecasting performance of switching models in hydrological time series,
No full textThe non-linear structure of river flow time series can be adequately explained by regime switching models, however good fitting results do not guarantee an equal good forecasting performance. Aim of this paper is to evaluating an comparing different approaches to compute forecasts from regime switching models with respect to their predictive accuracy. To this purpose, different nonlinear prediction techniques are applied to a time series of hydrological data and their forecasting ability in predicting the future values of the observed series at different lead times are assess by means of a wide range of loss functions
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