Vector autoregression

Results: 504



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51Covariance and correlation / Matrices / Multivariate statistics / Vector autoregression / Variance / Covariance matrix / Covariance / Granger causality / Statistical hypothesis testing / Statistics / Data analysis / Time series analysis

Package ‘vars’ June 8, 2013 Type Package Title VAR Modelling VersionDate

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Source URL: www.pfaffikus.de

Language: English - Date: 2013-06-10 15:45:05
52Autoregressive conditional heteroskedasticity / Vector autoregression / Economic model / Heteroscedasticity / Covariance / Statistics / Econometrics / Time series analysis

1455 Discussion Papers Deutsches Institut für Wirtschaftsforschung

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Source URL: diw.de

Language: English - Date: 2015-05-31 05:24:22
53Vector autoregression / EViews / Forecasting / Error correction model / Economic model / Cointegration / Quantitative analyst / Statistics / Time series analysis / Econometrics

Microsoft Word - Reading List-JV15.05 Macroeconomic Forecasting _MF March 2015_.docx

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Source URL: www.jvi.org

Language: English - Date: 2015-02-27 05:37:02
54Time series analysis / Cointegration / Liquidity risk / Bond / Vector autoregression / Credit rating agency / Corporate bond / Unit root / Error correction model / Statistics / Econometrics / Economics

This article was translated by the author and reprinted from the November 2013 issue of the Securities Analysts Journal® with the permission of the Securities Analysts Association of Japan (SAAJ). Corporate Credit Sprea

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Source URL: www.saa.or.jp

Language: English - Date: 2014-10-27 04:45:46
55Econometrics / Time series analysis / Vector autoregression / Shock / Statistics / Economics / Macroeconomics

Towards an East Asian Monetary Union: An Econometric Analysis of Shocks

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:47:48
56Econometric model / Linear regression / Instrumental variable / EViews / Regression analysis / Least squares / Generalized method of moments / Panel analysis / Vector autoregression / Econometrics / Statistics / Economics

ECOM40006/ECOM90013 Econometric Techniques Subject Outline Semester 1, 2015 Lecturer Yong Song

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Source URL: cf.fbe.unimelb.edu.au

Language: English - Date: 2015-04-23 21:11:55
57Regression analysis / Multivariate statistics / Data analysis / Vector autoregression / Structural equation modeling / Variance / Matrix / Autoregressive conditional heteroskedasticity / Covariance / Statistics / Econometrics / Time series analysis

VAR, SVAR and SVEC Models: Implementation Within R Package vars Bernhard Pfaff Kronberg im Taunus Abstract

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Source URL: www.pfaffikus.de

Language: English - Date: 2013-06-10 15:44:52
58Multivariate statistics / Statistical models / Psychometrics / Factor analysis / Principal component regression / Vector autoregression / Instrumental variable / Errors-in-variables models / Principal component analysis / Statistics / Econometrics / Regression analysis

Factor Analysis of High Dimensional Time Series Chris Heaton A thesis submitted in fullment

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Source URL: econometrics.mq.edu.au

Language: English - Date: 2012-07-09 19:58:03
59Dynamic stochastic general equilibrium / Real business cycle theory / Technology shock / New Keynesian economics / Matching theory / Unemployment / Vector autoregression / Economic model / Normal distribution / Statistics / Economics / Macroeconomics

Labour Economics–102 Contents lists available at ScienceDirect Labour Economics journal homepage: www.elsevier.com/locate/labeco

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Source URL: users.ox.ac.uk

Language: English - Date: 2014-02-01 17:35:50
60Econometrics / New classical macroeconomics / Time series analysis / Dynamic stochastic general equilibrium / Real business cycle theory / Vector autoregression / Economic model / Autoregressive conditional heteroskedasticity / Business cycle / Macroeconomics / Statistics / Economics

doi:j.jedc

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Source URL: users.ox.ac.uk

Language: English - Date: 2013-12-20 16:52:48
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