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Vector autoregression
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381	Econometric Forecasting Principles And Doubts: Unit Root Testing First, Last or Never Add to Reading List Source URL: www.umass.edu Language: English - Date: 2014-05-28 10:16:24 Cointegration Unit root Vector autoregression Macroeconomic model Economic model Forecasting Autoregressive integrated moving average Error correction model Regression analysis Statistics Time series analysis Econometrics
382	Centre for Financial Analysis & Policy Working Paper no. 38: The Term Premium and the UK Economy[removed] Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2011-02-28 09:59:19 Statistics Fixed income market Mathematical finance New classical macroeconomics Yield curve Vector autoregression Interest rate Phillips curve Business cycle Economics Macroeconomics Monetary policy
383	Levels, differences and ECMs – Principles for Improved Econometric Forecasting Appendix Table A1 Sources for pairwise comparison of estimating different vector autoregression models Strategies (number of cointegrating Add to Reading List Source URL: www.umass.edu Language: English - Date: 2014-05-28 10:16:25 Statistical forecasting Data analysis Econometric models Forecasting Error correction model Vector autoregression Cointegration Forecast error Statistics Time series analysis Econometrics
384	SVERIGES RIKSBANK WORKING PAPER SERIES 156 Monetary Policy Analysis Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 15:26:16 Vector autoregression Cointegration Normal distribution Statistics Econometrics Time series analysis
385	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:51 Econometrics Data analysis Signal processing Autocorrelation Autocovariance Covariance function Vector autoregression Covariance Autoregressive model Statistics Covariance and correlation Time series analysis
386	SEM modeling with singular moment matrices - Part I: ML-Estimation of time series Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:38 Multivariate statistics Kalman filter Multivariate normal distribution Vector autoregression Statistics Econometrics Normal distribution
387	Estimating overidenti…ed, non-recursive, time varying coe¢ cients structural VARs Fabio Canova Fernando J. Pé rez Forero March 12, 2014 Add to Reading List Source URL: apps.eui.eu Language: English - Date: 2014-03-12 06:25:24 Time series analysis Vector autoregression Lyapunov stability Statistics Dynamical systems Econometrics
388	Microsoft Word - Program-JV14.09 Advanced Macro Forecasting _MF-A Apr 2014_.doc Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-04-28 10:35:29 Statistical forecasting Control theory Estimation theory Kalman filter Forecasting Economic model Vector autoregression Linear regression Macroeconomic model Statistics Econometrics Time series analysis
389	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
390	HOUSEHOLD, INCOME AND LABOUR DYNAMICS IN AUSTRALIA (HILDA) SURVEY Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-06-16 03:04:17 Covariance and correlation Summary statistics Multivariate statistics Vector autoregression Variance decomposition Variance Covariance matrix Normal distribution Covariance Statistics Econometrics Data analysis

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