Autoregressive model

Results: 523



#Item
321Statistical forecasting / Econometrics / STAR model / SETAR / Forecasting / Autoregressive conditional heteroskedasticity / Twinkle Twinkle Little Star / Statistics / Time series analysis / Non-linear systems

Introduction Smooth Transition ARMAX models The twinkle package

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Source URL: www.rinfinance.com

Language: English - Date: 2014-05-16 15:59:40
322Macroeconomics / Time series analysis / Regression analysis / New classical macroeconomics / Mathematical finance / Vector autoregression / Monetary policy / Autoregressive conditional heteroskedasticity / Economic model / Statistics / Economics / Econometrics

Does Monetary Policy React to Asset Prices? Some International Evidence

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Source URL: www.ijcb.org

Language: English - Date: 2011-08-31 11:40:00
323Autoregressive conditional heteroskedasticity / Skewness / Heteroscedasticity-consistent standard errors / Normal distribution / Normality test / Kurtosis / Statistics / Econometrics / Time series analysis

Introduction The ACD Model Cost of GARCH

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Source URL: www.rinfinance.com

Language: English - Date: 2013-05-15 21:22:56
324Money / Federal Reserve / Central banks / Time series analysis / Interest rate / Federal funds rate / Economic model / Autoregressive conditional heteroskedasticity / European Central Bank / Economics / Macroeconomics / Monetary policy

A Bivariate Model of Federal Reserve and ECB Main Policy Rates

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Source URL: www.ijcb.org

Language: English - Date: 2011-08-31 11:40:00
325Unit root / KPSS test / Augmented Dickey–Fuller test / Persistence / Economic model / Autoregressive integrated moving average / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach - IJCB - March 2006

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Source URL: www.ijcb.org

Language: English - Date: 2006-03-08 12:27:24
326Autoregressive conditional heteroskedasticity / Exchange rate / Euro / Economic model / Volatility / Economics / Mathematical finance / Foreign exchange market

DAY TRADING THE EURO-DOLLAR WITH A NEWS-BASED MODEL OF EXCHANGE RATES. DESCRIPTIVE RESULTS (*) Massimo Tivegna University of Teramo and LUISS G.Carli   

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Source URL: www.e-forex.net

Language: English - Date: 2010-04-28 11:25:41
327Autoregressive conditional heteroskedasticity / Normal distribution / Volatility clustering / Autoregressive–moving-average model / Variance / Conditional variance / Parameter / Economic model / Statistics / Time series analysis / Econometrics

Introduction to the rugarch package. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:22:52
328Regression analysis / Estimation theory / Econometrics / Lee-Carter model / Principal component analysis / Maximum likelihood / Forecasting / Least squares / Autoregressive conditional heteroskedasticity / Statistics / Data analysis / Time series analysis

Understanding the Lee-Carter Mortality Forecasting Method1 Federico Girosi2 and Gary King3 September 14, 2007 1

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Source URL: gking.harvard.edu

Language: English - Date: 2013-02-04 23:37:16
329Stochastic processes / Time series analysis / STAR model / Autoregressive conditional heteroskedasticity / Nonlinear system / Logistic function / Stochastic volatility / Differential equation / Economic model / Statistics / Econometrics / Non-linear systems

Smooth Transition ARMAX Models in Twinkle. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: bytebucket.org

Language: English - Date: 2014-09-18 03:31:51
330Confidence interval / Central limit theorem / Golden ratio / Constructible universe / Statistics / Econometrics / Normal distribution

Detecting Asset Price Bubbles in the Near-Explosive Random Coefficient Autoregressive Model. Anurag Banerjee Guillaume Chevillon∗

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Source URL: www.albany.edu

Language: English - Date: 2012-11-28 11:35:03
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