Recent empirical research into the seasonal and trend properties of macroeconomic time series using periodic models has resulted in strong evidence in favour of periodic integration (PI). PI implies that the dierencing ยฎlter necessary to remove a stochastic trend varies across seasons and, hence, th
A Bayesian analysis of clusters of extreme losses
โ Scribed by Beatriz Vaz de Melo Mendes
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 205 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1524-1904
- DOI
- 10.1002/asmb.625
No coin nor oath required. For personal study only.
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