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Time series models
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321	M PRA Munich Personal RePEc Archive Granger causality between energy use and economic growth in France with using geostatistical models Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2012-02-02 13:23:02 Time series analysis Econometrics Causality Variogram Semivariance Cointegration Kriging Granger causality Unit root Statistics Geostatistics Science
322	Dynamic Factor Models Cointegration and Error Correction Mechanisms Matteo Barigozzi Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:24:32 Mathematical finance Dynamic factor Economic model Macroeconomics Econometrics Time series analysis Cointegration
323	Monitoring Processes that Wander Using Integrated Moving Average Models S. A. Vander Wiel AT&T Bell Laboratories Murray Hill, NJ[removed]April 1995 ABSTRACT Add to Reading List Source URL: www.stat.lanl.gov Language: English - Date: 2007-08-30 17:11:18 Management Change detection Control chart EWMA chart CUSUM Autocorrelation Statistical process control Shewhart individuals control chart Forecast error Statistics Quality Time series analysis
324	Introduction Concepts A review of the models Parameter estimation Application to new car registrations in the euro area Application to sales in the intermediate sector Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Signal processing Seasonality Time series analysis Statistical inference Estimation theory
325	Misspeci…cation in Models for Trends and Cycles Davide Delle Monache and Andrew Harvey Cambridge University September 2010 Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Unit root Trend estimation Time series Autoregressive integrated moving average JT Errors and residuals in statistics Statistics Time series analysis Random walk
326	Microsoft Word - Koopman_cover _KEYNOTE_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Markov models Econometrics Stochastic processes Time series Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Kalman filter Markov chain Statistics Time series analysis Mathematical finance
327	The effect of misspecification in models for extracting trends and cycles Davide Delle Monache1 and Andrew Harvey2 1 Faculty of Economics, University of Cambridge Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English JEL classification codes Journal of Economic Literature Data analysis Kalman filter Estimator Smoothing Statistics Estimation theory Time series analysis
328	NBER WORKING PAPER SERIES POLICY EFFECTS IN HYPERBOLIC VS. EXPONENTIAL MODELS OF CONSUMPTION AND RETIREMENT Alan L. Gustman Thomas L. Steinmeier Add to Reading List Source URL: www.nber.org Language: English - Date: 2011-12-05 14:40:32 Economics Game theory Microeconomics Utility Time preference Expected utility hypothesis Economic model Discounting Intertemporal choice Behavioral finance Decision theory Hyperbolic discounting
329	Unobserved Components Time Series Models: Analysis, Modelling and Prediction ... introducing STAMP 7 Siem Jan Koopman and Andrew Harvey Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Time series Seasonal adjustment Scientific modelling Autoregressive model Forecasting Economic model Autoregressive–moving-average model Time series analysis Statistics Noise
330	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-11-11 07:17:58 Statistical models Statistical methods Actuarial science Data analysis Mathematical model Dummy variable Linear regression Economic model Time series Statistics Econometrics Regression analysis