Thomakos Dimitrios D.

Dimitrios D. Thomakos

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Found 2 papers in total
Naïve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
Naïve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
2004
We examine the forecasting performance of a number of parametric and nonparametric...
Structural VAR, MARMA and open economy models
Structural VAR, MARMA and open economy models
1998
In this paper we examine a number of issues in the context of structural VAR and MARMA...
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