Autoregressive model

Results: 523



#Item
481OxMetrics / Autoregressive conditional heteroskedasticity / Macroeconomic model / Economic model / Time series / Dummy variable / Neil Shephard / Heteroscedasticity-consistent standard errors / Linear regression / Statistics / Econometrics / Economics

www.oxmetrics.net www.timberlake.co.uk www.timberlake-consultancy.com OxMetrics news

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Source URL: www.timberlake.co.uk

Language: English - Date: 2011-01-24 21:14:08
482Regression analysis / Estimation theory / Parametric statistics / Autoregressive model / Linear regression / Stationary process / Covariance / Partial autocorrelation function / Statistics / Covariance and correlation / Econometrics

FORECASTING Herman J. Bierens Pennsylvania State University April 30, [removed].

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Source URL: econ.la.psu.edu

Language: English - Date: 2012-04-30 11:13:26
483Partial autocorrelation function / Bayesian information criterion / Statistics / Autoregressive model / Noise

ARMA MODELS Herman J. Bierens Pennsylvania State University February 23, 2009 1.

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Source URL: econ.la.psu.edu

Language: English - Date: 2009-02-23 18:07:50
484Econometrics / Time series analysis / Dynamic stochastic general equilibrium / Vars / Vector autoregression / Bayesian VAR / Macroeconomic model / Value at risk / Futures and promises / Economics / Statistics / Macroeconomics

Panel vector autoregressive models: a survey

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-01-24 05:14:43
485X-12-ARIMA / Seasonality / Seasonal adjustment / X12 / Forecasting / Economic model / Demetra+ / Box–Jenkins / Statistics / Time series analysis / Autoregressive integrated moving average

DETAILED DESCRIPTION OF THE METHODOLOGY USED FOR THE SEASONAL

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-07-01 06:41:26
486Noise / Markov models / Estimation theory / Bioinformatics / Hidden Markov model / Mixture model / Principal component analysis / Multivariate normal distribution / Autoregressive model / Statistics / Probability and statistics / Signal processing

1 MMSE-based missing-feature reconstruction with temporal modeling for robust speech recognition Jos´e A. Gonz´alez, Antonio M. Peinado, Senior Member, IEEE, Ning Ma, Angel M. G´omez, and Jon Barker

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Source URL: jandresgonzalez.files.wordpress.com

Language: English - Date: 2013-09-09 09:57:25
487Statistical tests / Computational statistics / Data analysis / Resampling / Bootstrapping / Bootstrap aggregating / Time series / Unit root test / Autoregressive–moving-average model / Statistics / Statistical inference / Time series analysis

LIST OF PUBLICATIONS JOURNAL PAPERS 47. E. Paparoditis and D. N. Politis (2013) ‘The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root’, submitted. 46. C. Jentsch, E. Paparoditis and D. N

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Source URL: www2.ucy.ac.cy

Language: English - Date: 2014-02-20 04:26:08
488Time series analysis / Computational statistics / Econometrics / Forecasting / Artificial neural network / Time series / Hidden Markov model / Economic model / Autoregressive integrated moving average / Statistics / Computational neuroscience / Neural networks

Large-scale Automated Forecasting using Fractals Deepayan Chakrabarti Center For Automated Learning and Discovery

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Source URL: www.cs.cmu.edu

Language: English - Date: 2002-04-30 12:12:43
489Fixed income market / Yield curve / Mathematical finance / Autoregressive conditional heteroskedasticity / Errors and residuals in statistics / Hull–White model / Statistics / Econometrics / Regression analysis

Predictable Changes in Yields and Forward Rates 

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:39
490Maximum likelihood / Extremum estimator / Parametric model / Normal distribution / Consistent estimator / Fisher information / Statistics / Estimation theory / Statistical theory

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE1

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2011-12-15 19:09:45
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