The damped trend model is a strong benchmark when forecasting time series in business and industry.
This model is usually estimated using the innovations approach rather than the structural one, since the latter is more complex.In this paper we introduce a simple method for estimating the damped trend using the structural approach. Simulation results show that the two approach are rather similar. However, using a large macroeconomic dataset we show that our approach might outperform the innovations approach.
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Le dispositif Deep Dive Into Leadership offre aux étudiants du Programme Grande Ecole une occasion unique : observer pendant deux jours le travail d’un membre du comité de Direction de FERRERO France. Ce projet a pour objectif de créer un échange entre les étudiants et les membres de la Direction Générale sur les pratiques et postures managériales et les valeurs associées, au-delà des expertises liées aux métiers.
BEAUJOLIN Rachel - NEOMA |
- Pedagogical Experiences
- Marketing, Sales and Communication, Pedagogy of Management
