Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting

DOI10.1007/BF01206040zbMath1101.91342MaRDI QIDQ1775313

Erhard Reschenhofer

Publication date: 6 May 2005

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

Cites Work

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• Modeling by shortest data description
• Estimating the dimension of a model
• Fitting autoregressive models for prediction
• Length tests for goodness of fit
• Regression-Type Estimation of the Parameters of Stable Laws
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• The estimation of the parameters of the stable laws

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