Autoregressive model

Results: 523



#Item
151Economic model / Phase transition / Riemann hypothesis / Physics / Labour economics / Autoregressive conditional heteroskedasticity / Mathematics / Econometrics / Mathematical analysis

Tipping points in macroeconomic Agent-Based models Stanislao Gualdi,1 Marco Tarzia,2 Francesco Zamponi,3 and Jean-Philippe Bouchaud4 1 2

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2013-11-25 04:04:54
152Non-parametric statistics / Statistical theory / Econometrics / Nonparametric regression / Smoothing / Autoregressive conditional heteroskedasticity / Semiparametric model / Errors and residuals in statistics / Kernel smoother / Statistics / Regression analysis / Time series analysis

Semiparametric Regression Analysis of Longitudinal Data

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Source URL: www.bm.ust.hk

Language: English - Date: 2007-06-01 22:52:24
153Data analysis / Hypothesis testing / Epidemiology / Effect size / Normal distribution / Odds ratio / Fixed effects model / Variance / Autoregressive conditional heteroskedasticity / Statistics / Medical statistics / Estimation theory

Suggested answers to exercise: Practical Meta-Analysis using CMA Version 2 1. Start CMA2. Exactly how to do this depends on the system you are using.

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Source URL: www-users.york.ac.uk

Language: English - Date: 2010-03-03 06:05:19
154Autoregressive conditional duration / Federal funds rate / Autoregressive conditional heteroskedasticity / Exponential smoothing / Forecasting / Robert F. Engle / Federal Reserve System / Time series / Monetary policy / Time series analysis / Statistics / Economics

Novemberrevised NovemberA Model for the Federal Funds Rate Target∗ Abstract This paper is a statistical analysis of the manner in which the Federal Reserve determines the level

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Source URL: econweb.ucsd.edu

Language: English - Date: 2008-03-07 14:29:38
155Ozone depletion / Ozone / Autocorrelation / Autoregressive conditional heteroskedasticity / Grid / Spacetime / Statistics / Time series analysis / Econometrics

Space-time Estimation of Grid-cell Hourly Ozone Levels for Assessment of a Deterministic Model Peter Guttorp Wendy Meiring

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:45:07
156X-12-ARIMA / Time series / Forecasting / Seasonal adjustment / Seasonality / Periodogram / X12 / Exponential smoothing / Moving-average model / Statistics / Time series analysis / Autoregressive integrated moving average

STAT6087 Time Series Analysis Danny Pfeffermann & Angela Luna-Hernandez University of Southampton Duncan Elliott

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Source URL: www.southampton.ac.uk

Language: English - Date: 2015-04-13 07:26:41
157Statistical models / Econometric model / Economic model / Macroeconomic model / Applied economics / Autoregressive conditional heteroskedasticity / Economics / Econometrics / Statistics

    Seminar Series 2013  

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Source URL: www.buseco.monash.edu.au

Language: English - Date: 2013-08-25 21:42:31
158Econometrics / Estimating equations / Autoregressive conditional heteroskedasticity / Autoregressive conditional duration / Time series / Economic model / Outline of regression analysis / Time series analysis / Statistics / Estimation theory

Inference for generalized duration models A. Thavaneswaran Department of Statistics, University of Manitoba, Canada March 22, 2013

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
159Spatial econometrics / MATLAB / Vector autoregression / Heteroscedasticity / Econometric model / Regression Analysis of Time Series / Economic model / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Time series analysis

Spatial Econometrics James P. LeSage Department of Economics University of Toledo CIRCULATED FOR REVIEW December, 1998

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Source URL: www.spatial-econometrics.com

Language: English - Date: 2000-06-30 10:04:26
160Stochastic processes / Fixed income analysis / Interest rates / Financial economics / Economics / Cox–Ingersoll–Ross model / Autoregressive conditional heteroskedasticity / Spline / Statistics / Mathematical finance / Interpolation

If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate:

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2011-11-11 01:56:56
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