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Autoregressive model
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461	Comparing and evaluating Bayesian predictive distributions of assets returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-26 12:30:02 D85 Statistical theory Bayesian inference JEL classification codes Autoregressive conditional heteroskedasticity Graphical model Bayes factor Asterisk Statistics Bayesian statistics Statistical models
462	Neural Networks for Time Series Forecasting: Practical Implications of Theoretical Results Melinda Thielbar and D.A. Dickey February 25, 2011 Research on the performance of neural networks in modeling nonlinear Add to Reading List Source URL: forecasters.org Language: English - Date: 2012-11-21 16:37:23 Noise Computational neuroscience Time series Neural network Autoregressive model Autoregressive conditional heteroskedasticity Moving-average model Forecasting Attractor Statistics Econometrics Time series analysis
463	Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-05-27 02:44:49 Econometrics Time series analysis Dynamic stochastic general equilibrium Regression analysis Macroeconomic model Heteroscedasticity Autoregressive conditional heteroskedasticity Economic model Estimation theory Statistics Macroeconomics Economics
464	Unobserved Component Model for Forecasting Electricity Prices and Their Volatilities Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez∗ Abstract Add to Reading List Source URL: forecasters.org Language: English - Date: 2009-12-10 11:11:16 Mathematical sciences Options Markov models Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Electricity market Markov chain Forecasting Statistics Mathematical finance Time series analysis
465	1800 IEEE TRANSACTIONS ON NEURAL NETWORKS, VOL. 18, NO. 6, NOVEMBER 2007 Quarterly Time-Series Forecasting With Neural Networks Add to Reading List Source URL: forecasters.org Language: English - Date: 2008-07-21 15:37:44 Forecasting Box–Jenkins Time series Autoregressive integrated moving average Trend estimation Macroeconomic model Data transformation Dummy variable Predictive analytics Statistics Time series analysis Seasonality
466	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 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-12-03 05:27:21 Autoregressive conditional heteroskedasticity Econometrics Economic model Moving-average model Statistics Time series analysis Noise
467	Uncertainty and Economic Activity: A Global Perspective Ambrogio Cesa-Bianchi 1 M. Hashem Pesaran Alessandro Rebucci 3 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:15:22 Mathematical sciences Volatility VIX Economic model Autoregressive conditional heteroskedasticity Mathematical finance Statistics Economics
468	Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 12:58:32 Economics Cointegration Mathematical finance Economic model Autoregressive integrated moving average Unit root Time series analysis Econometrics Statistics
469	PDF Document Add to Reading List Source URL: orsnz.org.nz Language: English - Date: 2013-01-16 21:08:35 Box–Jenkins Coal mining Time series Autoregressive–moving-average model Or Stationary process Time series analysis Statistics The Operational Research Society
470	doi:[removed]j.tpb[removed] Add to Reading List Source URL: www.collective-behavior.com Language: English - Date: 2014-06-04 01:02:11 Regression analysis Statistical models Statistical theory Maximum likelihood Variance Linear regression Economic model Autoregressive conditional heteroskedasticity Mathematical model Statistics Estimation theory Econometrics

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