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Autoregressive conditional heteroskedasticity
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#	Item
671	Have We Underestimated the Probability of Hitting the Zero Lower Bound? Add to Reading List Source URL: www.bostonfed.org Language: English - Date: 2011-06-02 17:24:35 New classical macroeconomics Monetary policy New Keynesian economics Economic model Dynamic stochastic general equilibrium Macroeconomic model Inflation Autoregressive conditional heteroskedasticity Econometric model Macroeconomics Economics Econometrics
672	Euro Area Business Cycle Network Training School The Econometric Analysis of Mixed Frequency Data with Macro/Finance Applications by Eric Ghysels European University Institute Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-07-17 06:45:27 Time series analysis Statistical forecasting Eric Ghysels Economic forecasting Mixed data sampling Autoregressive conditional heteroskedasticity Nowcasting Time series Economic model Statistics Economics Econometrics
673	Understanding International Commodity Price Fluctuations; March 20—21, 2013, Washington, D.C. Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-03-19 15:54:56 Econometrics Statistical inference Hypothesis testing Unit root Stationary process Time series Autoregressive conditional heteroskedasticity Statistical hypothesis testing Resampling Statistics Time series analysis Statistical tests
674	Elena Asparouhova (U Utah) (Peter Bossaerts – Melbourne, Utah, Caltech) 1. 2. 3. Add to Reading List Source URL: speakerd.s3.amazonaws.com Language: English - Date: 2014-07-25 21:29:10 Finance Capital asset pricing model Autoregressive conditional heteroskedasticity Volatility Behavioral economics Financial market Economic model Risk-neutral measure Mathematical finance Financial economics Economics
675	Uncertainty and Economic Activity: A Global Perspective Ambrogio Cesa-Bianchi 1 M. Hashem Pesaran Alessandro Rebucci 3 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:15:22 Mathematical sciences Volatility VIX Economic model Autoregressive conditional heteroskedasticity Mathematical finance Statistics Economics
676	Heteroscedasticity and Estimation of Agricultural Debt Lisha Zhang and Charles B. Moss Department of Food and Resource Economics, University OF Florida [removed] [removed] Add to Reading List Source URL: ageconsearch.umn.edu Language: English - Date: 2014-05-28 21:06:12 Time series analysis Least squares Statistical inference Heteroscedasticity Variance Coefficient of determination Autoregressive conditional heteroskedasticity Estimator Errors and residuals in statistics Statistics Regression analysis Econometrics
677	Forecasting daily time series using periodic unobserved component time series models Siem Jan Koopman and Marius Ooms May 2006, Eurostat, Luxemburg Free University and Tinbergen Institute, Amsterdam www.ssfpack.com Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English** Mathematical analysis Autoregressive–moving-average model Time series Forecasting Periodic function Autoregressive conditional heteroskedasticity Moving-average model Autoregressive model Time series analysis Statistics Noise
678	PROGRAM 2011 NBER-NSF Time Series Conference Michigan State University September 16-17, 2011 All half an hour talks will be given in Room N100 of the Eli Broad College of Business building, also known as BBC Room N100. A Add to Reading List Source URL: www.stt.msu.edu Language: English - Date: 2011-09-13 16:55:11 Statistical inference Time series Tim Bollerslev GAUSS Forecasting Economic model Unit root test Volatility Statistics Time series analysis Autoregressive conditional heteroskedasticity
679	PROGRAM 2011 NBER-NSF Time Series Conference Michigan State University September 16-17, 2011 All half an hour talks will be given in Room N100 of the Eli Broad College of Business building, also known as BBC Room N100. A Add to Reading List Source URL: www.stt.msu.edu Language: English - Date: 2011-09-13 16:55:11 Statistical inference Time series Tim Bollerslev GAUSS Forecasting Economic model Unit root test Volatility Statistics Time series analysis Autoregressive conditional heteroskedasticity
680	NBER-NSF time series conference University of Aarhus CREATES, School of Economics and Management, University of Aarhus, Denmark, is pleased to host the 2008 NBER-NSF time Add to Reading List Source URL: nber-nsf08.creates.au.dk Language: English - Date: 2008-03-06 05:48:12 Functionalist architecture Tim Bollerslev National Bureau of Economic Research Aarhus Autoregressive conditional heteroskedasticity Statistics Geography of Europe Economics Aarhus University Coimbra Group

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