Autoregressive conditional heteroskedasticity

Results: 926



#Item
591Error / Measurement / Econometrics / Disinfectant / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Statistics / Regression analysis / Time series analysis

disinfectant_residual_rpt.xls

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Source URL: www.ndep.nv.gov

Language: English - Date: 2006-10-03 14:45:51
592Economics / Applied mathematics / Statistics / Value at risk / Autoregressive conditional heteroskedasticity / Volatility / Vars / Volt-ampere reactive / Historical simulation / Mathematical finance / Financial risk / Actuarial science

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial C

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Source URL: federalreserve.gov

Language: English - Date: 2014-03-27 15:21:21
593Measurement / Econometrics / Time series analysis / Disinfectant / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Statistics / Regression analysis / Error

disinfectant_residual_qut_sample.xls

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Source URL: www.ndep.nv.gov

Language: English - Date: 2008-10-17 15:01:30
594Time series analysis / Linear filters / Cybernetics / Matrix / Kalman filter / Function / Parameter / Null / Autoregressive conditional heteroskedasticity / Statistics / Mathematics / Econometrics

Package ‘miscFuncs’ July 23, 2014 Maintainer Benjamin M. Taylor License GPL-3 Title Miscellaneous Useful Functions Type Package

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-23 09:24:40
595Statistics / Mathematical finance / Economics / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

J. Baker 1 Selected and scaled ground motions for the Transportation Systems Research Program

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Source URL: peer.berkeley.edu

Language: English - Date: 2011-03-03 13:24:07
596Econometrics / Unit root / Dickey–Fuller test / Markov chain / Structural break / Cointegration / F-test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 683 September 2000

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-10-02 09:38:08
597New Keynesian economics / Econometrics / Time series analysis / Economic model / Dynamic stochastic general equilibrium / JEL classification codes / Ricardian equivalence / Macroeconomic model / Autoregressive conditional heteroskedasticity / Macroeconomics / Economics / New classical macroeconomics

SIGMA: A New Open Economy Model for Policy Analysis

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-09-30 13:28:13
598Data analysis / Consumer price index / Consumer Expenditure Survey / Price index / Variance / Standard error / Autoregressive conditional heteroskedasticity / Consumer price index by country / United States Consumer Price Index / Statistics / Price indices / Bureau of Labor Statistics

Variance Estimates for Price Changes in the Consumer Price Index, January-December 2011

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Source URL: www.bls.gov

Language: English - Date: 2012-02-16 13:00:18
599Time series / Autoregressive conditional heteroskedasticity / Regression analysis / Scientific modelling / Economic model / Bayesian econometrics / Mixture model / Dynamic stochastic general equilibrium / Statistics / Econometrics / Economics

CFE-ERCIM PROGRAMME CHANGES • Cancellations: Abstract C135: H. Suenaga. Estimating a term-structure model of commodity prices with heteroskedastic measurement error. Session CS76. Modelling the term structure of intere

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Source URL: cfenetwork.org

Language: English - Date: 2013-12-13 11:12:26
600Factorial / Autoregressive conditional heteroskedasticity / Mathematics / Time measurement / ΔT

Chapter 2 Successive Approximations In this chapter we continue exploring the mathematical implications of the S-I-R model. In the last chapter we calculated future values of S, I, and R by assuming that the rates S ′

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Source URL: www.math.smith.edu

Language: English - Date: 2009-07-16 14:29:44
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