Blar i Statistisk sentralbyrå på forfatter "Olsen, Hilde"
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A generalized single equation error correction model and its application to quarterly data
Biørn, Erik; Olsen, Hilde (Discussion Paper;No. 19, Working paper, 1986-12-01)In this paper, we specify a class of single equation 'error correction' models on the basis of a general autoregressive-distributed lag regression equation with one regressor and a white noise disturbance. This relationship ... -
Det norske nasjonalregnskapet. Dokumentasjonsnotat nr. 20: Kvartalsvis nasjonalregnskap - dokumentasjon av beregningsopplegget
Olsen, Hilde; Reymert, Morten; Ulla, Pål (Rapporter;1985/9, Report, 1985-02-15) -
Production - demand adjustment in Norwegian manufacturing: A quarterly error correction model
Biørn, Erik; Olsen, Hilde (Discussion Paper;No. 35, Working paper, 1988-05)In this paper, we specify a general error correction equation for seasonally unadjusted data, with an arbitrary number of regressors. Special attention is paid to the specification of trend and seasonal filters, which have ...