Time series models

Results: 405



#Item
41Time series models / Noise / Economic model / Macroeconomics / Autoregressive model / New Keynesian economics / Phillips curve / Macroeconomic model / ISLM model / Structural estimation

A New Comparative Approach to Macroeconomic Modeling and Policy Analysis ∗ Volker Wieland, Tobias Cwik, Gernot J. Müller, Sebastian Schmidt and Maik Wolters † August 21, 2009

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Source URL: www.monfispol.eu

Language: English - Date: 2014-08-01 10:59:10
42Regression analysis / Error / Measurement / Econometrics / Time series models / Errors and residuals / Vector autoregression / National Bureau of Economic Research / T-statistic / Value at risk

Discussion of Gertler and Karadi, ``Monetary Policy Surprises, Credit Costs, and Economic Activity''

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Source URL: www.ericswanson.us

Language: English - Date: 2013-10-20 16:15:01
43Time series models / Time series analysis / Statistical forecasting / Estimation theory / Computational neuroscience / Autoregressive integrated moving average / Autoregressive model / Forecasting / Exponential smoothing / Forecast error / Time series / Anomaly detection

Sketch-based Change Detection: Methods, Evaluation, and Applications Balachander Krishnamurthy, Subhabrata Sen, Yin Zhang AT&T Labs–Research; 180 Park Avenue Florham Park, NJ, USA

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Source URL: sahara.cs.berkeley.edu

Language: English - Date: 2004-05-18 19:08:36
44Stochastic processes / Control theory / Time series models / Normal distribution / Distribution / Mixing / State-space representation / Heat equation / Errors-in-variables models

Nonparametric Regression For Locally Stationary Time Series Michael Vogt* University of Cambridge July 27, 2012

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Source URL: www.statistik.uni-bonn.de

Language: English - Date: 2015-10-23 03:49:13
45Economic forecasting / Time series models / Econometrics / Statistical forecasting / Greenbook / Forecasting / Autoregressive model / Forecast error / Macroeconomics / Macroeconomic model / Vector autoregression / Economic data

Journal of Monetary Economics–546 Monetary policy in a data-rich environment$ Ben S. Bernankea,*, Jean Boivinb b

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2007-05-02 09:21:05
46New classical macroeconomics / Economic forecasting / Econometrics / Time series models / Macroeconomic model / Economy of the United States / Dynamic stochastic general equilibrium / Macroeconomics / Survey of Professional Forecasters / Greenbook / Economic model / Vector autoregression

Wieland-Wolters-Revised-May19-2010.dvi

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Source URL: www.monfispol.eu

Language: English - Date: 2011-11-16 06:33:07
47Time series models / Signal processing / Statistical forecasting / HilbertHuang transform / Time series analysis / Noise / Autoregressive integrated moving average / Forecasting / Ensemble forecasting / Time series / Artificial neural network / Autoregressive model

March 8, :24 WSPCAADAAdvances in Adaptive Data Analysis Vol. 3, No–482

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Source URL: rcada.ncu.edu.tw

Language: English - Date: 2012-04-22 23:10:51
48Time series models / Forecasting / Statistical forecasting / Time series analysis / Prediction / Autoregressive model

The Dynamics of Expected Returns: Evidence from Multi-Scale Time Series Modeling∗ Daniele Bianchi† Andrea Tamoni‡

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:00:40
49Regression analysis / Econometrics / Estimation theory / Parametric statistics / Time series analysis / Ordinary least squares / Linear regression / Asymptotic theory / Central limit theorem / Autoregressive conditional heteroskedasticity / Distribution / Autocorrelation

Tests of Equal Accuracy for Nested Models with Estimated Factors Sílvia Gonçalves, Michael W. McCrackenyand Benoit Perronz September 14, 2015 Abstract In this paper we develop asymptotics for tests of equal predictive

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:21:34
50Estimation theory / Statistical models / Statistical theory / Cluster analysis / Machine learning / Mixture model / Expectationmaximization algorithm / Maximum likelihood estimation

AUTOMATIC MUSIC TAGGING WITH TIME SERIES MODELS Luke Barrington Emanuele Coviello University of California, University of California, San Diego San Diego

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Source URL: eceweb.ucsd.edu

Language: English - Date: 2015-07-31 19:00:26
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