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Error correction model
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11	HMM based Viterbi paths for rejection correction in a convolutional neural network classifier Hubert Cecotti, Szilard Vajda and Abdel Bela¨ıd READ Group LORIA/CNRS Campus Scientifique BPVandoeuvre-les-Nancy Add to Reading List Source URL: www.dsi.unifi.it Language: English - Date: 2009-12-17 04:49:47 Markov models Computational neuroscience Artificial neural networks Dynamic programming Error detection and correction Viterbi algorithm Speech recognition Hidden Markov model Convolutional neural network Pattern recognition Handwriting recognition MNIST database
12	Hong Kong Output Dynamics: An Empirical Analysis Yin-Wong Cheung University of California, Santa Cruz Hong Kong Institute for Monetary Research Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-26 03:05:39 Monetary policy Real business-cycle theory Hong Kong Asian financial crisis Macroeconomics Error correction model Optimum currency area Economic model Economics Currency board Output Economic growth
13	Call for Expression of Interest AERC Technical Workshop on Time Series Econometrics AERC was established in 1988 and is one of the most active policy-relevant economic capacity building organizations in the world, with a Add to Reading List Source URL: aercafrica.org Language: English - Date: 2016-08-15 09:22:44 Econometrics Mathematical finance Error correction model Error detection and correction Cointegration
14	Testing the Market Integration in Regional Cantaloupe & Mellon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto, & Parr Rosson Department of AgEcon Add to Reading List Source URL: cnas.tamu.edu Language: English - Date: 2012-09-11 15:29:39 Time series analysis Statistical tests Econometrics Mathematical finance Cointegration Error correction model Likelihood-ratio test Unit root Augmented DickeyFuller test Middle East Policy Council
15	Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Econometrics Time series analysis Time series models Financial risk Actuarial science Error correction model Heteroscedasticity Value at risk Autoregressive conditional heteroskedasticity Vector autoregression
16	Modeling and Forecasting Cointegrated Variables: Some Practical Experience Timothy A. Duy* and Mark A. Thoma Although the issue of identifying cointegrating relationships between time-series variables has become increasi Add to Reading List Source URL: pages.uoregon.edu Language: English - Date: 2009-07-22 15:59:27 Time series models Econometrics Time series analysis Mathematical finance Regression analysis Error correction model Vector autoregression Cointegration Economic model Forecasting Macroeconomic model Autoregressive integrated moving average
17	2 Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters 3 Add to Reading List Source URL: ria.ua.pt Language: English - Date: 2016-05-13 08:38:39 Estimation theory Estimator Kalman filter Minimum mean square error Maximum likelihood estimation Bias of an estimator Mean squared error Point estimation GaussMarkov theorem Extended Kalman filter Efficient estimator
18	The Viterbi Algorithm 1 The Viterbi Algorithm. M. S. Ryan* and G. R. Nudd. Add to Reading List Source URL: twiki.di.uniroma1.it Language: English - Date: 2013-02-26 06:18:25 Error detection and correction Markov models Convolutional code Viterbi algorithm Sequential decoding Finite-state machine Hidden Markov model BaumWelch algorithm State diagram Trellis Viterbi decoder
19	Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto and Parr Rosson* Abstract: This paper examines the integr Add to Reading List Source URL: cnas.tamu.edu Language: English - Date: 2012-09-11 15:29:51 Mathematical finance Time series analysis Cointegration Econometrics Johansen test Error correction model Tariff North American Free Trade Agreement
20	Journal of International Economics–273 www.elsevier.nl / locate / econbase Long-run PPP may not hold after all Charles Engel* Department of Economics, University of Washington and NBER, Box, Seattl Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2000-12-19 20:03:52 Statistics Time series analysis Statistical tests Statistical theory Statistical inference Unit root Error correction model Cointegration Augmented DickeyFuller test DickeyFuller test KPSS test PhillipsPerron test

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