Vector autoregression

Results: 504



#Item
341Regression analysis / Time series analysis / Data analysis / Vector autoregression / Normal distribution / Model theory / Prior probability / Bayesian inference / Bayesian VAR / Statistics / Econometrics / Bayesian statistics

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2008-09-21 11:56:58
342Economics / Granger causality / Cointegration / Causality / Unit root / Gross domestic product / Vector autoregression / Energy policy / Time series analysis / Statistics / Econometrics

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-16 17:09:37
343Stata / Time series analysis / Regression analysis / R / Vector autoregression / Structural equation modeling / Massachusetts Institute of Technology / Plot / Statistics / Econometrics / Multivariate statistics

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Source URL: www.stata.com

Language: English - Date: 2012-10-25 11:47:56
344Econometrics / Matrices / Numerical linear algebra / Time series analysis / Vector autoregression / Reduced form / Variance / Orthogonal matrix / QR decomposition / Statistics / Algebra / Linear algebra

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Source URL: www.centreformacroeconomics.ac.uk

Language: English - Date: 2014-06-05 10:19:30
345Time series analysis / Fellows of the Econometric Society / Clive Granger / Knights Bachelor / Cointegration / Granger / Unit root / Causality / Vector autoregression / Statistics / Econometrics / Economics

RES Newsletter, July 2009, no.146 Clive W Granger Clive Granger passed away on May 27. He had been a wonderful colleague and good friend, and will be sorely missed. Clive always had a particular passion for identifying

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Source URL: www.res.org.uk

Language: English - Date: 2012-01-29 12:37:06
346Multivariate statistics / Time series analysis / Vector autoregression / Parameter identification problem / Inflation / Statistics / Econometrics / Economics

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Source URL: www.centreformacroeconomics.ac.uk

Language: English - Date: 2014-06-05 10:55:02
347Vector autoregression / Statistics / Econometrics / Time series analysis

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Source URL: docufin.fgov.be

Language: English - Date: 2007-03-15 11:36:40
348Macroeconomics / Stochastic processes / Markov models / Economic indicator / Business cycle / Vector autoregression / Expectation–maximization algorithm / Autoregressive conditional heteroskedasticity / Recession / Statistics / Econometrics / Time series analysis

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2007-07-10 08:01:19
349Economic theories / New classical macroeconomics / Dynamic stochastic general equilibrium / Shock / Macroeconomic model / Vector autoregression / Economic growth / Inflation / Productivity / Economics / Macroeconomics / New Keynesian economics

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Source URL: www.cepr.org

Language: English - Date: 2014-03-11 11:25:21
350Statistical forecasting / Error / Estimation theory / Forecast error / Forecasting / Regression analysis / Instrumental variable / Vector autoregression / Statistics / Econometrics / Time series analysis

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Source URL: www.cepr.org

Language: English - Date: 2014-03-11 13:27:27
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