Marco Riani

University of Parma

Via Amendola 10

Parma, 43100

United States

SCHOLARLY PAPERS

2

DOWNLOADS

39

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Selection of ARIMA Models With or Without Regressors

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-17
Number of pages: 32 Posted: 15 Nov 2012
Soren Johansen, Marco Riani and Anthony Atkinson
University of Copenhagen - Department of Economics, University of Parma and London School of Economics & Political Science (LSE)
Downloads 37 (452,189)

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AIC, ARMA models, bias correction, BIC, Cp plot, generalized RIC, Kalman filter, Kullback-Leibler distance, state-space formulation

2.

Transformations and Seasonal Adjustment

Journal of Time Series Analysis, Vol. 30, Issue 1, pp. 47-69, January 2009
Number of pages: 23 Posted: 02 Jan 2009
Tommaso Proietti and Marco Riani
University of Rome II - Department of Economics and Finance and University of Parma
Downloads 2 (662,105)
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