Autoregressive model

Results: 523



#Item
251Bayesian statistics / Autoregressive conditional heteroskedasticity / Time series analysis / Bayesian econometrics / Econometrics / Statistics / Economics

Session 5B: A worked example – EGARCH model John Geweke Bayesian Econometrics and its Applications August 17, 2012

Add to Reading List

Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:05:16
252Data analysis / Autoregressive integrated moving average / Econometrics / Forecasting / Box–Jenkins / Economic model / Forecast error / Regression analysis / Statistics / Time series analysis / Statistical forecasting

170 Abstract— Research on assessment and monitoring methods has primarily focused on f isheries with long multivariate data sets. Less research exists on methods applicable to datapoor fisheries with univariate data

Add to Reading List

Source URL: fishbull.noaa.gov

Language: English - Date: 2012-05-08 15:50:53
253Data analysis / Optimal design / Quality / Variance / Statistical hypothesis testing / Economic model / Autoregressive conditional heteroskedasticity / Statistics / Design of experiments / Systems engineering

Application of Advanced Stated Preference Design Methodology

Add to Reading List

Source URL: eprints.whiterose.ac.uk

Language: English - Date: 2014-06-06 07:18:18
254Economics / Time series analysis / Autoregressive integrated moving average / Forecasting / Consumer price index / Consensus forecast / Inflation / Macroeconomic model / Economic model / Statistics / Econometrics / Price indices

Combining disaggregate forecasts for inflation: The SNB’s ARIMA model Swiss National Bank Economic Studies No[removed]

Add to Reading List

Source URL: www.snb.ch

Language: English
255Noise / Autoregressive–moving-average model / Stochastic processes / Time series / Autoregressive integrated moving average / Regression analysis / Autoregressive conditional heteroskedasticity / Economic model / Vector autoregression / Statistics / Time series analysis / Econometrics

Spatial Time-Series Modeling: A review of the proposed methodologies Yiannis Kamarianakis Department of Economics, University of Crete, Rethymnon, Greece, and Regional Analysis Division, Institute of Applied and Computat

Add to Reading List

Source URL: www.agile-online.org

Language: English - Date: 2005-04-22 13:29:50
256Statistical models / Data analysis / Forecasting / Statistical forecasting / Autoregressive–moving-average model / Linear model / Time series / Regression analysis / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Econometrics

On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen

Add to Reading List

Source URL: www.hwwi.org

Language: English - Date: 2014-11-27 09:28:54
257Noise / Autoregressive conditional heteroskedasticity / Autoregressive model / Regression analysis / Estimation theory / Explained sum of squares / Word square / Statistics / Time series analysis / Econometrics

Time Series Modeling with g_lsq M O D E L I N G D ATA W I T H N O N - C O N S TA N T V O L AT I L I T Y AUTO R E G R E SSIVE M O D E L ( A R ) FIGURE 1

Add to Reading List

Source URL: www.1010data.com

Language: English - Date: 2013-12-15 15:46:02
258Monetary policy / Late-2000s financial crisis / Deflation / Economic model / European Central Bank / Macro risk / Autoregressive integrated moving average / Bond / Interest / Economics / Inflation / Swiss National Bank

SNB Research Update October 2013 Editorial Focus Papers SNB Working Papers

Add to Reading List

Source URL: www.snb.ch

Language: English
259Statistics / Bayesian statistics / Dynamic stochastic general equilibrium / Economic theories / Prior probability / Autoregressive conditional heteroskedasticity / Macroeconomic model / Normal distribution / Parameter / Macroeconomics / Economics / New Keynesian economics

Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)

Add to Reading List

Source URL: newyorkfed.org

Language: English - Date: 2008-03-12 14:13:14
260Autoregressive–moving-average model / Forecasting / Autoregressive conditional heteroskedasticity / Threshold model / Time series / Akaike information criterion / Regression analysis / Linear model / Economic model / Statistics / Time series analysis / SETAR

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2013-05-22 03:45:57
UPDATE