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Autoregressive model
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421	Econometric Forecasting Principles And Doubts: Unit Root Testing First, Last or Never Add to Reading List Source URL: www.umass.edu Language: English - Date: 2014-05-28 10:16:24 Cointegration Unit root Vector autoregression Macroeconomic model Economic model Forecasting Autoregressive integrated moving average Error correction model Regression analysis Statistics Time series analysis Econometrics
422	Building Knowledge for a Changing Climate BETWIXT Built EnvironmenT: Weather scenarios for investigation of Impacts and eXTremes Add to Reading List Source URL: www.cru.uea.ac.uk Language: English - Date: 2004-03-25 04:15:36 Autoregressive conditional heteroskedasticity Economic model Scientific modelling Ethology Epistemology Hydrology Physical geography Climatology Statistics
423	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:51 Econometrics Data analysis Signal processing Autocorrelation Autocovariance Covariance function Vector autoregression Covariance Autoregressive model Statistics Covariance and correlation Time series analysis
424	The Box-Jenkins Forecasting Technique Joseph George Caldwell, PhD January[removed]Reformatted September 2006) © 1971, 2006 Joseph George Caldwell. All Rights Reserved. Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-01 09:54:09 Econometrics Statistical forecasting Noise Forecasting Box–Jenkins Regression analysis Autoregressive integrated moving average Time series Economic model Statistics Time series analysis Data analysis
425	TIMES Box-Jenkins Forecasting System Reference Manual Volume I TECHNICAL BACKGROUND Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-17 13:21:59 Econometrics Autoregressive–moving-average model Estimation theory Box–Jenkins Regression analysis Moving-average model Autoregressive conditional heteroskedasticity Maximum likelihood Forecasting Statistics Time series analysis Noise
426	MATHEMATICAL FORECASTING USING THE BOX-JENKINS METHODOLOGY TECHNICAL BRIEFING Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-01 11:10:14 Box–Jenkins Statistical models Moving-average model Autoregressive integrated moving average Forecasting Partial autocorrelation function Economic model Macroeconomic model Econometrics Statistics Time series analysis Noise
427	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:43 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
428	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
429	Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-08-26 11:11:37 Parametric statistics Hypothesis testing Econometrics F-test Economic model Statistical hypothesis testing Likelihood-ratio test Autoregressive conditional heteroskedasticity Statistical power Statistics Statistical tests Time series analysis
430	DOC Document Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-01 11:39:37 Autocorrelation Autoregressive–moving-average model Moving-average model Correlogram Autoregressive conditional heteroskedasticity Autoregressive integrated moving average Least squares Stationary process Partial autocorrelation function Statistics Time series analysis Box–Jenkins

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