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Vector autoregression
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21	Estimation in High-dimensional Vector Autoregressive Models with Noisy Data Kam Chung Wong1 and Ambuj Tewari2 1 Department of Statistics, University of Michigan, Ann Arbor Add to Reading List Source URL: ctools.umich.edu Language: English Time series models Signal processing Econometrics Noise Vector autoregression Autoregressive model Value at risk Time series Vector
22	November 7, :4 WSPC - Proceedings Trim Size: 9.75in x 6.5in Add to Reading List Source URL: www.jsbi.org Language: English - Date: 2009-11-09 00:48:50 Statistics Time series models Regression analysis Applied mathematics Estimation theory Robot control Parametric statistics Vector autoregression Kalman filter Linear regression Autoregressive model Value at risk
23	Microsoft Word - Endpage 037.doc Add to Reading List Source URL: www.wiwiss.fu-berlin.de Language: English - Date: 2012-11-16 08:23:54 Markov chain Vector autoregression Volatility Value at risk Stock market Share price Statistics Mathematical finance Mathematical sciences
24	Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation Add to Reading List Source URL: www.bostonfed.org Language: English - Date: 2011-06-16 16:48:42 Vector autoregression Economic model Phillips curve Regression analysis Recurrence relation Inflation Statistics Economics Econometrics
25	STRUCTURAL MODELS WITH TESTABLE IDENTIFICATION NIKOLAY AREFIEV Abstract. I combine the theory of identification of simultaneous equation models and structural vector autoregression models with the probabilistic graphical Add to Reading List Source URL: regconf.hse.ru Language: English - Date: 2014-09-25 16:10:03 Instrumental variable Structural equation modeling Economic model Simultaneous equations model Causality Parameter identification problem Regression analysis Christopher A. Sims Graphical model Statistics Econometrics Vector autoregression
26	Evolving Post-World War II U.S. Inflation Dynamics∗ Timothy Cogley Arizona State University Thomas J. Sargent Stanford University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:47 Estimation theory Monetary policy Phillips curve Unemployment Bayesian statistics Inflation Normal distribution Vector autoregression Rational expectations Statistics Economics Multivariate statistics
27	CENTRAL BANK OF ICELAND WORKING PAPERS No. 12 THE REPRESENTATIVE HOUSEHOLD’S DEMAND FOR MONEY IN A COINTEGRATED VAR MODEL by Add to Reading List Source URL: www.cb.is Language: English - Date: 2004-12-27 12:05:38 Time series analysis Macroeconomics Monetary economics Mathematical finance Demand for money Quantity theory of money Vector autoregression Cointegration Dummy variable Economics Statistics Econometrics
28	American Economic Review 2014, 104(1): 323–337 http://dx.doi.orgaerTerm Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment† Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-07-21 10:33:47 Mathematical finance Econometrics Fixed income market Estimation theory Yield curve Vector autoregression Ordinary least squares Risk-neutral measure Inflation Statistics Economics Regression analysis
29	Did worksharing work in France? Evidence from a structural cointegrated VAR model by Sven Schreiber∗ this version: August 2007 Add to Reading List Source URL: econ.schreiberlin.de Language: English - Date: 2009-02-17 13:45:59 Time series analysis Working time Labor history Labour relations Cointegration Vector autoregression Unemployment Workweek and weekend Economic model Econometrics Statistics Economics
30	Identification and estimation of Gaussian affine term structure models Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-07-23 16:53:53 Maximum likelihood Dimensional analysis Parametrization Ordinary least squares Vector autoregression Generalized method of moments Multivariate normal distribution Likelihood-ratio test Fisher information Statistics Estimation theory M-estimator