<--- Back to Details
First PageDocument Content
Regression analysis / Time series analysis / Actuarial science / Variance / Forecasting / Standard error / Autocorrelation / Endogeneity / Importance sampling / Statistics / Econometrics / Data analysis
Date: 1997-09-18 10:42:58
Regression analysis
Time series analysis
Actuarial science
Variance
Forecasting
Standard error
Autocorrelation
Endogeneity
Importance sampling
Statistics
Econometrics
Data analysis

ESTIMATING THE EXPECTED PREDICTIVE OF ECONOMETRIC MODELS

Add to Reading List

Source URL: fairmodel.econ.yale.edu

Download Document from Source Website

File Size: 1,35 MB

Share Document on Facebook

Similar Documents

College of Arts and Sciences The Actuarial Science Program at Maryville University is recognized by the Society of Actuaries (SOA) as an “Advanced Undergraduate Program”. In the preparation of young professionals, th

DocID: 1vaa3 - View Document

Some Performance Improvements for the R Engine Luke Tierney Department of Statistics & Actuarial Science University of Iowa June 26, 2014

DocID: 1ut3j - View Document

ALTREP and Other Things Luke Tierney Department of Statistics & Actuarial Science University of Iowa July 3, 2017

DocID: 1tNeu - View Document

Some Reflections on Dynamic Graphics for Data Exploration Luke Tierney Department of Statistics & Actuarial Science University of Iowa

DocID: 1tKdo - View Document

ALTREP: Alternate Representations of Basic R Objects Luke Tierney Department of Statistics & Actuarial Science University of Iowa December 14, 2017

DocID: 1tJz9 - View Document