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来源类型 | Discussion paper |
规范类型 | 论文 |
来源ID | DP6528 |
DP6528 The Simplest Unified Growth Theory | |
Holger Strulik; Jacob Weisdorf | |
发表日期 | 2007-10-19 |
出版年 | 2007 |
语种 | 英语 |
摘要 | Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper, the five major methods suggested under this approach are critically reviewed and compared, and their empirical potential highlighted via two applications. The out-of-sample forecast comparisons are made using the Superior Predictive Ability test, which specifically guards against the perils of data snooping. Certain tentative conclusions are drawn regarding the relative forecasting ability of the different methods. |
主题 | International Macroeconomics |
关键词 | Mixed spectrum Autoregressive methods Eigenvalue methods Dynamic harmonic regression Data snooping Multiple forecast comparisons |
URL | https://cepr.org/publications/dp6528 |
来源智库 | Centre for Economic Policy Research (United Kingdom) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/535367 |
推荐引用方式 GB/T 7714 | Holger Strulik,Jacob Weisdorf. DP6528 The Simplest Unified Growth Theory. 2007. |
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