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Vector autoregression
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31	The estimation uncertainty of permanent-transitory decompositions in co-integrated systems∗ by Sven Schreiber† this version: February 2014 Add to Reading List Source URL: econ.schreiberlin.de Language: English - Date: 2014-02-25 15:02:00 Regression analysis Measurement Multivariate statistics Maximum likelihood Vector autoregression Confidence interval Symbol Statistics Econometrics Estimation theory
32	Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System∗ Timothy Cogley University of California, Davis Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:58 Time series analysis Statistical theory Multivariate statistics Vector autoregression Conjugate prior Prior probability Kullback–Leibler divergence Bayesian inference Variance Statistics Bayesian statistics Econometrics
33	Serie Banca Central N°XV Add to Reading List Source URL: www.bcentral.cl Language: English - Date: 2011-02-02 08:28:00 Data analysis Time series analysis Technical analysis Volatility Implied volatility Variance Standard deviation Autoregressive conditional heteroskedasticity Vector autoregression Statistics Mathematical finance Econometrics
34	FISCAL FORESIGHT AND INFORMATION FLOWS ERIC M. LEEPER, TODD B. WALKER, AND SHU-CHUN SUSAN YANG Abstract. News—or foresight—about future economic fundamentals can create rational expectations equilibria with non-funda Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2012-04-10 14:44:03 Futurology Finance Public finance Tax Vector autoregression Foresight Income tax in the United States Rational expectations Statistics Economics Time series analysis
35	MONETARY AND ECONOMIC STUDIES/OCTOBERA Statistical Forecasting Method for Inf lation Forecasting: Hitting Every Vector Autoregression and Forecasting Add to Reading List Source URL: www.imes.boj.or.jp Language: English - Date: 2004-03-18 20:51:53
36	JEL Classification: E23, E37, E51 Keywords: confidence, GDP, vector autoregression, forecasting Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic* Add to Reading List Source URL: journal.fsv.cuni.cz Language: English - Date: 2012-11-17 06:49:16
37	Microsoft Word - DSA conference paper, edited copy.doc Add to Reading List Source URL: www.socialsciences.manchester.ac.uk Language: English - Date: 2014-03-24 05:38:05 Microeconomics Vector autoregression Fiscal policy Investment Multiplier Crowding out Interest rate Capital formation Public capital Macroeconomics Economics Statistics
38	International Real Estate Society Conference, Co-Sponsers: Pacific Rim Real Estate Society (PRRES) and Asian Real Estate Society (AsRES) Kuala Lumpur, 26-30 January 1999 Add to Reading List Source URL: www.prres.net Language: English - Date: 2012-09-18 03:33:08 Stochastic processes Signal processing Cointegration Mathematical finance Stationary process Unit root Vector autoregression Australian Securities Exchange Autoregressive integrated moving average Statistics Time series analysis Econometrics
39	Modelling Optimal Instrumental Variables for Dynamic Panel Data Models Manuel Arellano∗ CEMFI, Madrid Abstract Add to Reading List Source URL: www.cemfi.es Language: English - Date: 2012-04-13 04:43:56 Statistical theory Regression analysis Statistical inference Estimator Instrumental variable Generalized method of moments M-estimator Maximum likelihood Vector autoregression Statistics Estimation theory Econometrics
40	This article was downloaded by: [University of Chicago Library] On: 21 July 2014, At: 07:34 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: Registered office: Mortimer H Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-07-21 10:35:04 Regression analysis Statistical theory Econometrics Linear regression Bias of an estimator Ordinary least squares Vector autoregression Bootstrapping Maximum likelihood Statistics Estimation theory Statistical inference