Cointegration

Results: 310



#Item
201Econometrics / Markov models / Robot control / Vector autoregression / Kalman filter / Forecasting / Time series / Seasonality / Cointegration / Statistics / Time series analysis / Control theory

Microsoft Word - Pervukhina_Elena_ISF2011.doc

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Source URL: www.forecasters.org

Language: English - Date: 2011-07-17 15:33:58
202Time series analysis / Econometrics / Causality / Variogram / Semivariance / Cointegration / Kriging / Granger causality / Unit root / Statistics / Geostatistics / Science

M PRA Munich Personal RePEc Archive Granger causality between energy use and economic growth in France with using geostatistical models

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-02-02 13:23:02
203Macroeconomics / Multivariate statistics / Cointegration / Mathematical finance / Error correction model / Vector autoregression / Macroeconomic model / Forecasting / Economic model / Statistics / Time series analysis / Econometrics

Microsoft Word - Banerjee cover.doc

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Source URL: epp.eurostat.ec.europa.eu

Language: English
204Mathematical finance / Dynamic factor / Economic model / Macroeconomics / Econometrics / Time series analysis / Cointegration

Dynamic Factor Models Cointegration and Error Correction Mechanisms Matteo Barigozzi

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 13:24:32
205Economics / Econometrics / Cointegration / Mathematical finance / JEL classification codes / Structural break / Macroeconomic model / David Forbes Hendry / Thermodynamic equilibrium / Time series analysis / Macroeconomics / Statistics

5TH EUROSTAT COLLOQUIUM ON MODERN TOOLS FOR BUSINESS CYCLE ANALYSIS Jointly organised by EUROSTAT and European University Institute (Florence, Italy)

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Source URL: epp.eurostat.ec.europa.eu

Language: English
206Forecasting / Normal distribution / Statistics / Time series analysis / Cointegration

5TH EUROSTAT COLLOQUIUM ON MODERN TOOLS FOR BUSINESS CYCLE ANALYSIS Jointly organised by EUROSTAT and European University Institute (Florence, Italy)

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Source URL: epp.eurostat.ec.europa.eu

Language: English
207Stochastic processes / Unit root / Mathematical finance / Noise / Stationary process / Autoregressive integrated moving average / Economic model / Cointegration / Autoregressive model / Statistics / Time series analysis / Econometrics

Financial Market Behavior, Fluctuations in the Macro Economy and the CVAR Katarina Juselius Department of Economics University of Copenhagen August 31, 2010

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Source URL: epp.eurostat.ec.europa.eu

Language: English
208Statistical theory / Statistical inference / Statistical tests / Dynamic stochastic general equilibrium / Macroeconomic model / Frequentist inference / Cointegration / Likelihood-ratio test / LR2 / Statistics / Macroeconomics / Economics

“Frequentist evaluation of small DSGE models” by Gunnar Bardsen and Luca Fanelli Discussion by Massimiliano Pisani Banca d’Italia

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 12:55:19
209Economics / Econometrics / Data analysis / Forecasting / Cointegration / Macroeconomic model / Economic model / Error correction model / Statistics / Time series analysis / Statistical forecasting

5TH EUROSTAT COLLOQUIUM ON MODERN TOOLS FOR BUSINESS CYCLE ANALYSIS Jointly organised by EUROSTAT and European University Institute (Florence, Italy)

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Source URL: epp.eurostat.ec.europa.eu

Language: English
210Seasonal adjustment / Seasonality / Economic data / Autoregressive integrated moving average / Cointegration / Univariate / Time series analysis / Statistics / Econometrics

An alternative framework for univariate and multivariate seasonal adjustment

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Source URL: epp.eurostat.ec.europa.eu

Language: English
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