Time Series Model
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Wood charcoal is an energetic input mainly used in the pig- iron and steel production, as a term-reducer. It can be obtained from plantation forest or from native forest. These two types of charcoal possess some technical and economical... more
Wherever consumers obtain electricity supply from an integrated network, altering supply to any one consumer generally affects the cost of supplying remaining consumers connected to the network. In particular, an anticipated expansion of... more
Water table across much of the western Victoria, Australia have been declining for at least the last 10-15 years, and this is attributed to the consistently low rainfall for these years, but over the same period of time there has been... more
In this paper, we examine the daily water demand forecasting performance of double seasonal univariate time series models (Exponential Smoothing, ARIMA and GARCH) based on multi-step ahead forecast mean squared errors. We investigate... more
This work empirically examines six structural models of the term structure of credit risk spreads: Merton (1974), Longstaff & Schwartz (1995) (with and without stochastic interest rates), Leland & Toft (1996), Collin-Dufresne & Goldstein... more
... A TEST FOR IXDEPENDENCE BASED ON THE CORRELATION DIhIENSION ... The first order asymptotic distribution of tlie test statistic is independent of estimation error provided tliat the parameters of the model under test can be estimated... more
This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components... more
The first purpose of this paper is to give an up to date overview of the literature on health care expenditures. Secondly, this paper contributes to the existing literature by investigating the impact of several factors on health care... more