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Autoregressive conditional heteroskedasticity
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#	Item
511	Fast micro and slow macro: Can aggregation explain the persistence of in‡ation? Filippo Altissimo (ECB and CEPR), Benoît Mojon (ECB and Université de la Méditerranée) Paolo Za¤aroni (Banca d’Italia) November 200 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-12-03 05:27:21 Autoregressive conditional heteroskedasticity Econometrics Economic model Moving-average model Statistics Time series analysis Noise
512	1 Bridging DSGE models and the raw data Fabio Canova EUI and CEPR Add to Reading List Source URL: apps.eui.eu Language: English - Date: 2014-04-01 04:32:45 Macroeconomics Time series analysis New classical macroeconomics Scientific method Dynamic stochastic general equilibrium Macroeconomic model Data transformation Economic model Autoregressive conditional heteroskedasticity Economics Information Econometrics
513	Interest Rate Effects in Smooth Transition Models for UK Output Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2002-09-13 10:47:47 Autoregressive conditional heteroskedasticity Economics Mathematical sciences Volatility smile Mathematical finance Volatility Statistics
514	The Effects of Seasonal Adjustment on Testing in Periodic Autoregressive Processes Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2004-02-04 05:17:25 Statistical tests Unit root Dickey–Fuller test Autoregressive conditional heteroskedasticity Statistical hypothesis testing Stationary process Time series Heteroscedasticity Autoregressive model Statistics Time series analysis Econometrics
515	Topics in Advanced Econometrics (Spring[removed]Model Selection & Multiple Testing Professor Peter Hansen Email: [removed] Add to Reading List Source URL: www.eui.eu Language: English - Date: 2014-03-25 03:12:38 Time series analysis Autoregressive conditional heteroskedasticity Economic model Heteroscedasticity Econometric model Generalized method of moments Generalized Tobit Lars Peter Hansen Econometrics Statistics Economics
516	Tutkimusraportti Forskningsrapport Research report[removed] Add to Reading List Source URL: www.finanssivalvonta.fi Language: English - Date: 2009-05-13 07:48:40 Options Markov models Markov chain Random walk Beta Jump diffusion Autoregressive conditional heteroskedasticity Jump process Maximum likelihood Statistics Stochastic processes Mathematical finance
517	Is the fraction of people ever born who are currently alive rising or falling? Add to Reading List Source URL: www.demographic-research.org Language: English - Date: 2014-05-02 03:10:02 Autoregressive conditional heteroskedasticity Economics Time series analysis Econometrics Statistics
518	The Distribution of Unit Root Test Statistics after Seasonal Adjustment Tomás del Barrio Castro Department of Applied Economics University of the Balearic Islands Denise R. Osborn Add to Reading List Source URL: www.socialsciences.manchester.ac.uk Language: English - Date: 2014-04-09 04:33:01 Seasonal adjustment Seasonality Augmented Dickey–Fuller test Autoregressive integrated moving average Dickey–Fuller test Autoregressive conditional heteroskedasticity Time series analysis Statistics Unit root
519	REVISED ANALYSIS OF 1D ROCK SIMULATIONS FOR THE NGA-E PROJECT Report to the PEER-Lifelines Program, Project 1C02d Nancy Collins, Robert Graves, and Paul Somerville URS Corporation, Pasadena Office Add to Reading List Source URL: peer.berkeley.edu Language: English - Date: 2010-04-14 16:30:28 Fault Autoregressive conditional heteroskedasticity Geology Seismology Earthquake
520	Dynare Working Papers Series http://www.dynare.org/wp/ Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation Add to Reading List Source URL: www.dynare.org Language: English - Date: 2012-12-19 11:38:13 Sectoral output Sticky Autoregressive conditional heteroskedasticity Economics Statistics Economic data

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