Unit root

Results: 255



#Item
201Time series analysis / Multivariate statistics / Bayesian statistics / Vector autoregression / Prior probability / Parameter / Variance / Unit root / Seemingly unrelated regressions / Statistics / Econometrics / Regression analysis

ECO 513 Fall 2005 C. Sims

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Source URL: sims.princeton.edu

Language: English - Date: 2010-11-18 17:01:47
202Cointegration / Unit root / Vector autoregression / Macroeconomic model / Economic model / Forecasting / Autoregressive integrated moving average / Error correction model / Regression analysis / Statistics / Time series analysis / Econometrics

Econometric Forecasting Principles And Doubts: Unit Root Testing First, Last or Never

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Source URL: www.umass.edu

Language: English - Date: 2014-05-28 10:16:24
203Estimation theory / Root-mean-square deviation / Forecasting / Errors and residuals in statistics / Forecast error / USGS DEM / Na Na Na / Survey of Professional Forecasters / Astronomical unit / Statistics / Error / Statistical forecasting

Microsoft Word - SPF_Error_Statistics_NGDP_3_AIC.doc

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Source URL: www.philadelphiafed.org

Language: English - Date: 2014-05-23 16:39:35
204Model selection / Statistical inference / Time series analysis / Prior probability / Bayes factor / Unit root / Bayesian information criterion / Structural break / Frequentist inference / Statistics / Bayesian statistics / Bayesian inference

Bayesian Evidence on the Structure of Unemployment* Peter M. Summers Melbourne Institute of Applied Economic and Social Research The University of Melbourne Melbourne Institute Working Paper No. 3/03

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-04-23 00:27:13
205Statistical tests / Statistical inference / Statistical hypothesis testing / Dickey–Fuller test / Unit root / Statistical power / Null hypothesis / Bootstrapping / One- and two-tailed tests / Statistics / Time series analysis / Hypothesis testing

Melbourne Institute Working Paper Series Working Paper No[removed]Bayesian Inference for a Threshold Autoregression with a Unit Root Penelope Smith

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-16 01:21:50
206Statistical tests / Statistical inference / Statistical hypothesis testing / Dickey–Fuller test / Unit root / Statistical power / Null hypothesis / Bootstrapping / One- and two-tailed tests / Statistics / Time series analysis / Hypothesis testing

Melbourne Institute Working Paper Series Working Paper No[removed]Bayesian Inference for a Threshold Autoregression with a Unit Root Penelope Smith

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-16 01:21:50
207Model selection / Statistical inference / Time series analysis / Prior probability / Bayes factor / Unit root / Bayesian information criterion / Structural break / Frequentist inference / Statistics / Bayesian statistics / Bayesian inference

Bayesian Evidence on the Structure of Unemployment* Peter M. Summers Melbourne Institute of Applied Economic and Social Research The University of Melbourne Melbourne Institute Working Paper No. 3/03

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-04-23 00:27:13
208Statistics / Macroeconomics / Mathematical finance / Cointegration / International economics / Unit root / Granger causality / Causality / Gross domestic product / Time series analysis / Economics / Econometrics

SAVING, DEBT INFLOWS, AND GROWTH NEXUS IN TUNISIA SAMIR ABDELHAFIDH1 Abstract

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Source URL: aisberg.unibg.it

Language: English - Date: 2012-12-20 19:10:28
209Mathematical finance / Cointegration / Multivariate statistics / Unit root / Panel data / Statistics / Time series analysis / Econometrics

Cointegration in panel data with breaks and cross-section dependence

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:46:45
210Interest rates / Finance / Fixed income market / Macroeconomics / Fixed income analysis / Monetary policy / Yield curve / Inflation / Short-rate model / Economics / Mathematical finance / Financial economics

Melbourne Institute Working Paper Series Working Paper No[removed]Is There a Unit Root in East-Asian Short-Term Interest Rates? Chew Lian Chua and Sandy Suardi

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-05-06 01:40:16
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