Autoregressive model

Results: 523



#Item
361Multivariate adaptive regression splines / Smoothing spline / Spline / Linear regression / Additive model / Akaike information criterion / B-spline / Least squares / Feature selection / Statistics / Regression analysis / Nonparametric regression

Identification of Nonlinear Additive Autoregressive Models Jianhua Z. Huang † The Wharton School, University of Pennsylvania, Philadelphia, USA. Lijian Yang Michigan State University, East Lansing, USA.

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Source URL: www.stat.tamu.edu

Language: English - Date: 2005-10-07 17:56:44
362Estimation theory / Cluster analysis / Statistical models / Expectation–maximization algorithm / Regression analysis / Mixture model / Akaike information criterion / Autoregressive conditional heteroskedasticity / Western White Pine / Statistics / Econometrics / Machine learning

F INITE MIXTURE MODELING OF G AUSSIAN REGRESSION TIME SERIES S EMHAR M ICHAEL ([removed]) and V OLODYMYR M ELNYKOV I NTRODUCTION M ETHODOLOGY– KF-EM

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Source URL: srcos2014.blogs.rice.edu

Language: English - Date: 2014-07-30 16:28:45
363Specification / Regression analysis / Vector autoregression / Economic model / Econometric model / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Mathematical model / Breusch–Godfrey test / Statistics / Econometrics / Stepwise regression

Econometrics Journal (1999), volume 2, pp. 167–191. Data mining reconsidered: encompassing and the general-to-specific approach to specification search K EVIN D. H OOVER , S TEPHEN J. P EREZ Department of Economics, U

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Source URL: www.bauer.uh.edu

Language: English - Date: 2003-09-25 01:09:39
364Model selection / Noise / Moving-average model / Akaike information criterion / Autoregressive model / Autocorrelation / Correlogram / Time series / Bayesian information criterion / Statistics / Regression analysis / Time series analysis

JWST451-Derryberry May 13, [removed]:38

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Source URL: media.wiley.com

Language: English - Date: 2014-05-28 07:13:20
365Gross domestic product / Dummy variable / Autoregressive integrated moving average / Economic model / Meteorology / Weather / Statistics / Econometrics / Regression analysis

Discussion Paper How unusual weather influences GDP The views expressed in this paper are those of the author(s) and do not necessarily

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Source URL: www.cbs.nl

Language: English - Date: 2014-08-16 05:35:04
366Autoregressive conditional heteroskedasticity / Inflation / Autoregressive–moving-average model / Economic model / Time series / Unit root / Heteroscedasticity / Coefficient of determination / Normal distribution / Statistics / Time series analysis / Econometrics

Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti

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Source URL: www.macroeconomics.lv

Language: English - Date: 2010-12-07 09:53:53
367Noise / Regression analysis / Statistical models / Autocorrelation / Autoregressive model / Moving-average model / Akaike information criterion / Time series / Correlogram / Statistics / Time series analysis / Covariance and correlation

JWST451-Derryberry May 23, [removed]:39

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Source URL: media.wiley.com

Language: English - Date: 2014-05-28 07:13:20
368New classical macroeconomics / Monetary policy / New Keynesian economics / Economic model / Dynamic stochastic general equilibrium / Macroeconomic model / Inflation / Autoregressive conditional heteroskedasticity / Econometric model / Macroeconomics / Economics / Econometrics

Have We Underestimated the Probability of Hitting the Zero Lower Bound?

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Source URL: www.bostonfed.org

Language: English - Date: 2011-06-02 17:24:35
369Time series analysis / Statistical forecasting / Eric Ghysels / Economic forecasting / Mixed data sampling / Autoregressive conditional heteroskedasticity / Nowcasting / Time series / Economic model / Statistics / Economics / Econometrics

Euro Area Business Cycle Network Training School The Econometric Analysis of Mixed Frequency Data with Macro/Finance Applications by Eric Ghysels European University Institute

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Source URL: www.eabcn.org

Language: English - Date: 2014-07-17 06:45:27
370Finance / Capital asset pricing model / Autoregressive conditional heteroskedasticity / Volatility / Behavioral economics / Financial market / Economic model / Risk-neutral measure / Mathematical finance / Financial economics / Economics

Elena Asparouhova (U Utah) (Peter Bossaerts – Melbourne, Utah, Caltech) 1. 2. 3.

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Source URL: speakerd.s3.amazonaws.com

Language: English - Date: 2014-07-25 21:29:10
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