Unit root

Results: 255



#Item
211Econometrics / Data analysis / Forecasting / Estimation theory / Autoregressive integrated moving average / Linear regression / Unit root / Consensus forecast / Wind power forecasting / Statistics / Time series analysis / Statistical forecasting

ISF 2000 The 20th International Symposium on Forecasting Lisbon, Portugal • June 21-24, [removed]

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Source URL: forecasters.org

Language: English - Date: 2012-10-29 08:50:04
212Regression analysis / Economic growth / Econometrics / Productivity / Time series / Unit root / Dickey–Fuller test / Neoclassical growth model / Errors and residuals in statistics / Statistics / Time series analysis / Macroeconomics

A UNIVARIATE MODEL OF AGGREGATE LABOUR PRODUCTIVITY IN AUSTRALIA

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-15 20:52:49
213Interest 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: www.melbourneinstitute.com

Language: English - Date: 2010-05-06 01:40:16
214Regression analysis / Economic growth / Econometrics / Productivity / Time series / Unit root / Dickey–Fuller test / Neoclassical growth model / Errors and residuals in statistics / Statistics / Time series analysis / Macroeconomics

A UNIVARIATE MODEL OF AGGREGATE LABOUR PRODUCTIVITY IN AUSTRALIA

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-15 20:52:49
215Statistics / European Union / Mathematical finance / Fiscal policy / Public finance / Cointegration / Fiscal sustainability / Unit root / Sustainability / Time series analysis / Economics / Econometrics

3-step analysis of public finances sustainability: the case of the European Union

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-07-31 11:07:10
216Econometrics / Computational neuroscience / Neural networks / Forecasting / Trend estimation / Time series / Box–Jenkins / Unit root / Artificial neural network / Statistics / Time series analysis / Statistical forecasting

808 IEEE TRANSACTIONS ON NEURAL NETWORKS, VOL. 19, NO. 5, MAY 2008 Trend Time–Series Modeling and Forecasting With Neural Networks

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Source URL: forecasters.org

Language: English - Date: 2008-07-21 15:37:46
217Time series analysis / Mathematical finance / Econometrics / Statistical inference / Cointegration / Fisher hypothesis / Statistical hypothesis testing / Unit root / Inflation / Statistics / Economics / Hypothesis testing

Structural breaks, cointegration and the Fisher Effect

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-10-22 05:40:00
218Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics

USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-11-29 08:12:02
219Time series analysis / Macroeconomics / New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Vector autoregression / Cointegration / Unit root / Statistics / Economics / Econometrics

Frequentist evaluation of small DSGE models Luca Fanelliy Gunnar Bårdsen This version: Janaury 2014

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-03-31 06:23:58
220Economics / Cointegration / Mathematical finance / Economic model / Autoregressive integrated moving average / Unit root / Time series analysis / Econometrics / Statistics

Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 12:58:32
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