G2TT
来源类型Discussion paper
规范类型论文
来源IDDP6528
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
URLhttps://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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