Vector autoregression

Results: 504



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491Insurance / Financial ratios / Finance / Wilkie investment model / Autoregressive conditional heteroskedasticity / Box–Jenkins / Vector autoregression / T-statistic / Economic model / Statistics / Time series analysis / Econometrics

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Source URL: www.actuaries.org

Language: English - Date: 2011-04-20 11:08:48
492Econometrics / Mathematical finance / Investment / Cointegration / Correlation and dependence / Pairs trade / Pearson product-moment correlation coefficient / Vector autoregression / Correlation / Statistics / Covariance and correlation / Time series analysis

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Source URL: wilmott.com

Language: English - Date: 2012-05-15 12:14:01
493Estimation theory / Econometrics / Vector autoregression / Cointegration / Maximum likelihood / Likelihood function / Fisher information / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Bayesian statistics

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Source URL: people.few.eur.nl

Language: English - Date: 2012-07-27 16:51:42
494Economics / SETAR / Autoregressive conditional heteroskedasticity / Economic model / STAR model / Financial econometrics / Cointegration / Threshold model / Vector autoregression / Statistics / Time series analysis / Econometrics

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-07-20 09:14:15
495Time series analysis / Cointegration / Vector autoregression / Robert F. Engle / Unit root / Clive Granger / Econometric model / Linear regression / Economic model / Statistics / Econometrics / Economics

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Source URL: www.kva.se

Language: English - Date: 2009-11-09 13:03:29
496Statistics / Monetary policy / Optimum currency area / Business cycle / Vector autoregression / Currency union / Federal Reserve System / Macroeconomic model / Economics / Macroeconomics / Currency

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Source URL: www.chicagofed.org

Language: English - Date: 2009-12-20 12:31:36
497Econometrics / Time series analysis / New classical macroeconomics / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Shock / Business cycle / Vector autoregression / Economics / Macroeconomics / Statistics

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Source URL: www.columbia.edu

Language: English - Date: 2013-04-18 09:56:17
498Time series analysis / Free statistical software / Econometrics software / Cross-platform software / GTK+ / Gretl / Vector autoregression / Augmented Dickey–Fuller test / Econometrics / Statistics / Software / Mathematical software

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Source URL: spot.colorado.edu

Language: English - Date: 2007-01-13 00:59:40
499Monetary policy / Inflation / Economic policy / Fellows of the Econometric Society / Economic model / Vector autoregression / Taylor rule / Christopher A. Sims / Monetary inflation / Economics / Macroeconomics / Statistics

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Source URL: people.hbs.edu

Language: English - Date: 2007-11-28 13:08:52
500Statistical tests / Cointegration / Granger causality / Unit root / Vector autoregression / Autoregressive conditional heteroskedasticity / Causality / Heteroscedasticity / Economic model / Statistics / Time series analysis / Econometrics

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Source URL: journal.acs-cam.org.uk

Language: English - Date: 2011-02-16 07:48:14
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