Autoregressive model

Results: 523



#Item
291Autoregressive conditional heteroskedasticity / Econometrics / Economic model / Moving-average model / Statistics / Time series analysis / Noise

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

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-12-03 05:27:21
292Macroeconomics / Time series analysis / New classical macroeconomics / Scientific method / Dynamic stochastic general equilibrium / Macroeconomic model / Data transformation / Economic model / Autoregressive conditional heteroskedasticity / Economics / Information / Econometrics

1 Bridging DSGE models and the raw data Fabio Canova EUI and CEPR

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Source URL: apps.eui.eu

Language: English - Date: 2014-04-01 04:32:45
293Statistical tests / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Stationary process / Time series / Heteroscedasticity / Autoregressive model / Statistics / Time series analysis / Econometrics

The Effects of Seasonal Adjustment on Testing in Periodic Autoregressive Processes

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2004-02-04 05:17:25
294Time series analysis / Autoregressive conditional heteroskedasticity / Economic model / Heteroscedasticity / Econometric model / Generalized method of moments / Generalized Tobit / Lars Peter Hansen / Econometrics / Statistics / Economics

Topics in Advanced Econometrics (Spring[removed]Model Selection & Multiple Testing Professor Peter Hansen Email: [removed]

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Source URL: www.eui.eu

Language: English - Date: 2014-03-25 03:12:38
295Dickey–Fuller test / Seasonality / Unit root / Autoregressive integrated moving average / Seasonal adjustment / Statistical hypothesis testing / Time series / T-statistic / Moving-average model / Statistics / Time series analysis / Augmented Dickey–Fuller test

On the strong-mixing assumption and seasonal adjustment: pitfall of unit root and cointegration tests

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Source URL: www.commerce.otago.ac.nz

Language: English - Date: 2006-06-05 12:17:06
296Actuarial science / Time series analysis / Multivariate statistics / Time series / Autoregressive conditional heteroskedasticity / Regression analysis / Univariate / Multivariate analysis / Economic model / Statistics / Econometrics / Statistical methods

STAT 7260, CRN #15719, Section A01 Time Series Analysis 316 Machray Hall Fall Term, 2013 Instructor:

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Source URL: umanitoba.ca

Language: English - Date: 2013-09-05 13:09:15
297Macroeconomics / Regional science / Economics / Regional economics / Economic growth

A G R I C U LT U R A L A N D R E S O U RC E E C O N O M I C S S E M I NA R S E R I E S Industry Sectors and Economic Growth in the Appalachian Region, [removed]: An Exploration with Smooth Transition Autoregressive Model

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Source URL: economics.ag.utk.edu

Language: English - Date: 2010-05-27 10:40:37
298Autoregressive conditional heteroskedasticity / Time series analysis / Technical analysis / Economic model / Volatility / Normal distribution / Variance / Markov switching multifractal / Stochastic volatility / Statistics / Econometrics / Mathematical finance

C:/Paper2/CodigoFonte/FearHopeII.dvi

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Source URL: www.ufrgs.br

Language: English - Date: 2005-07-12 14:59:02
299Inflation / Financial economics / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Real interest rate / Vasicek model / Yield curve / Volatility / Economics / Mathematical finance / Interest rates

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Source URL: clevelandfed.org

Language: English - Date: 2008-11-21 12:42:38
300Vector autoregression / Variance / Bayesian VAR / Autoregressive conditional heteroskedasticity / Regression analysis / Least squares / Unit root / Forecasting / Economic model / Statistics / Econometrics / Time series analysis

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Source URL: clevelandfed.org

Language: English - Date: 2014-09-08 12:41:55
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