Time series models

Results: 405



#Item
271Time series analysis / Vector autoregression / Economic model / Kalman filter / Reduced form / Statistics / Econometrics / Multivariate statistics

Dynare Working Papers Series http://www.dynare.org/wp/ Estimation and Solution of Models with Expectations and Structural Changes

Add to Reading List

Source URL: www.dynare.org

Language: English - Date: 2014-02-04 12:49:09
272Regression analysis / Time series analysis / Data analysis / Forecasting / Global climate model / Errors and residuals in statistics / Error / Statistics / Measurement / Statistical forecasting

Empirical Correction of General Circulation Models Timothy DelSole George Mason University and Center for Ocean-Land-Atmosphere Studies

Add to Reading List

Source URL: www.cpc.noaa.gov

Language: English - Date: 2007-10-20 13:07:06
273Statistical models / Statistical methods / Time series analysis / Economic model / Market segmentation / Segmented regression / Autocorrelation / Statistics / Regression analysis / Econometrics

Discovering and Applying Location Influence Patterns in the Mass Valuation of Domestic Real Property Richard A. Borst, B.E.S., M.S. Faculty of Engineering of the University of Ulster

Add to Reading List

Source URL: www.ipti.org

Language: English - Date: 2014-10-19 19:17:21
274Econometrics / Estimation theory / Dynamic stochastic general equilibrium / Regression analysis / Macroeconomic model / Maximum likelihood / Parameter identification problem / Kalman filter / Statistics / Macroeconomics / Economics

NBER Summer Institute What’s New in Econometrics: Time Series Lecture 8 July 15, 2008 Econometrics of DSGE Models

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2008-07-23 17:30:56
275Prediction / Data analysis / Forecasting / Time series analysis / Airline / Transportation forecasting / Demand forecasting / Airport / International Air Transport Association / Statistical forecasting / Transport / Pennsylvania

Contemporary Airport Demand Forecasting Choice Models and Air Transport Forecasting 07

Add to Reading List

Source URL: internationaltransportforum.org

Language: English - Date: 2014-11-07 06:30:36
276Philosophy of science / Conditionals / Estimation theory / Linear regression / Causality / Time series / Seasonality / Statistical power / Statistics / Econometrics / Regression analysis

Accepted for publication in the Annals of Applied Statistics (in press), [removed]INFERRING CAUSAL IMPACT USING BAYESIAN STRUCTURAL TIME-SERIES MODELS By Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, and

Add to Reading List

Source URL: static.googleusercontent.com

Language: English - Date: 2014-09-20 03:22:20
277Bayesian statistics / Options / Normal distribution / Volatility / Stochastic volatility / Markov chain Monte Carlo / Hyperparameter / Autoregressive conditional heteroskedasticity / Markov chain / Statistics / Mathematical finance / Markov models

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract

Add to Reading List

Source URL: cran.r-project.org

Language: English - Date: 2014-10-16 17:02:58
278Prediction / Statistical forecasting / Data analysis / Forecasting / Time series analysis / Tropical cyclone forecast model / Atmospheric model / Atmospheric sciences / Meteorology / Weather prediction

12 – The Maps and Models Page NOTE: This page utilizes mouseover capabilities. Adaptations required to make the mouseover display compatible with mobile devices – tablets, smartphones, etc. – was completed in Febru

Add to Reading List

Source URL: www.erh.noaa.gov

Language: English - Date: 2013-11-14 12:06:36
279Statistical forecasting / Econometrics / STAR model / SETAR / Forecasting / Autoregressive conditional heteroskedasticity / Twinkle Twinkle Little Star / Statistics / Time series analysis / Non-linear systems

Introduction Smooth Transition ARMAX models The twinkle package

Add to Reading List

Source URL: www.rinfinance.com

Language: English - Date: 2014-05-16 15:59:40
280Time series analysis / Parametric statistics / Statistical tests / Ordinary least squares / Linear regression / Least squares / Chow test / Cointegration / T-statistic / Statistics / Econometrics / Regression analysis

strucchange: An R Package for Testing for Structural Change in Linear Regression Models Achim Zeileis Friedrich Leisch

Add to Reading List

Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:38:38
UPDATE