Time series models

Results: 405



#Item
341Box–Jenkins / Statistical models / Moving-average model / Autoregressive integrated moving average / Forecasting / Partial autocorrelation function / Economic model / Macroeconomic model / Econometrics / Statistics / Time series analysis / Noise

MATHEMATICAL FORECASTING USING THE BOX-JENKINS METHODOLOGY TECHNICAL BRIEFING

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Source URL: www.foundationwebsite.org

Language: English - Date: 2010-06-01 11:10:14
342Statistical models / Data analysis / Forecasting / Statistical forecasting / Macroeconomic model / Econometrics / Box–Jenkins / Economic model / Mathematical model / Statistics / Time series analysis / Macroeconomics

MATHEMATICAL FORECASTING: BOX-JENKINS METHODOLOGY

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Source URL: www.foundationwebsite.org

Language: English - Date: 2010-06-17 13:21:00
343Parametric statistics / Hypothesis testing / Econometrics / F-test / Economic model / Statistical hypothesis testing / Likelihood-ratio test / Autoregressive conditional heteroskedasticity / Statistical power / Statistics / Statistical tests / Time series analysis

Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-08-26 11:11:37
344Econometrics / Econometric models / Mixed data sampling / Data analysis / Eric Ghysels / Forecasting / Distributed lag / Regression analysis / Lag operator / Statistics / Time series analysis / Statistical forecasting

Wo r k i n g Pa p e r S e r i e S NO[removed]m ay 2013 Forecasting fiscal time series using mixed frequency data 

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-05-22 09:06:37
345Prediction / Data analysis / Time series analysis / Econometrics / Economic forecasting / Forecasting / Dynamic factor / Nowcasting / Gross domestic product / Statistics / Statistical forecasting / Economics

Short-term forecasting of the Japanese economy using factor models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-03-20 10:42:23
346Economics / Control theory / Markov models / National accounts / Kalman filter / Gross domestic product / Capacity utilization / Economic growth / Output / Macroeconomics / Statistics / Time series analysis

ECONOMIC PAPERS Number 150 April 2001

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Source URL: ec.europa.eu

Language: English - Date: 2013-12-18 10:53:10
347Econometrics / Time series analysis / New classical macroeconomics / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Inflation / Economic model / Business cycle / Statistics / Economics / Macroeconomics

Eigenvalue filtering in VAR models with application to the Czech business cycle

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-11-23 06:45:41
348Regression analysis / Time series analysis / Vector autoregression / Economic model / Variance / Markov chain / FORECAST / Estimation theory / Statistics / Econometrics / Multivariate statistics

Estimating multi-country VAR models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:36:02
349Statistical forecasting / Time series analysis / Econometrics / New classical macroeconomics / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Forecasting / Regression analysis / Statistics / Macroeconomics / Economics

Forecasting with DSGE models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-05-05 07:26:11
350Econometrics / Mathematical finance / Statistical theory / Cointegration / Vector autoregression / Prior probability / Johansen test / Hyperparameter / Bayesian inference / Statistics / Bayesian statistics / Time series analysis

Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-11-17 11:41:34
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