Search for dissertations about: "Time series forecasting"
Showing result 1 - 5 of 48 swedish dissertations containing the words Time series forecasting.
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1. Common features in vector nonlinear time series models
Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. READ MORE
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2. Strategic time awareness : implications of strategic thinking
Abstract : Strategic time awareness (STA) is a research project that strives to gain new insights about the strategic thinking process and better understand time in the context of strategic management. The purpose of this study is to understand what managers think is important with regard to time in the process of strategic thinking. READ MORE
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3. Essays on Time Series Analysis : With Applications to Financial Econometrics
Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE
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4. Markov Regime Switching in Economic Time Series
Abstract : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. READ MORE
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5. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Abstract : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. READ MORE