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OxMetrics / Autoregressive conditional heteroskedasticity / Macroeconomic model / Economic model / Time series / Dummy variable / Neil Shephard / Heteroscedasticity-consistent standard errors / Linear regression / Statistics / Econometrics / Economics


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Document Date: 2011-01-24 21:14:08


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City

Limassol / Barcelona / Warsaw / New York / Tokyo / Atlanta / Sao Paulo / Vancouver / Torun / Seville / Lisbon / London / Residual / Buenos Aires / /

Company

Duke University Press / The times / Oxford University Press / Princeton University Press / Timberlake Consultants Ltd. / Pearson / Training Timberlake Consultants Limited / Monte Carlo / Diebold / /

Country

Germany / Cyprus / Poland / United States / United Kingdom / Argentina / Finland / Spain / /

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Facility

Jennifer L. Castle / Nuffield College / Duke University / University of Oxford / Timberlake Consultancy Bookshop / J. Castle / /

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Holiday

Christmas / /

IndustryTerm

empirical applications / demand systems / passenger car registrations / finance / car registrations / important tool / food / energy / given product / econometric and statistical applications / car industry / relevant tools / econometric software / microeconometric computing environment / computing / flexibility and new algorithms / car sales / search space / /

OperatingSystem

Mac OS X / Linux / Macintosh / /

Organization

American Economic Association / Nuffield College / European Central Bank / Princeton University / Stern School of Business / European Economic Association / Polish Econometric Society / University of Oxford / and a Fellow / Duke University / Latin American & Caribbean Meetings Econometric Society / See Chapter / London School of Economics / Oxford University / US Treasury / /

Person

Siem J. Koopman / Jurgen Doornik / Jacques J.F. Commandeur / Jan Koopman / There / Sébastien Laurent / George Bagdatoglou / Jurgen A. Doornik / Neil Shephard / Andrew Harvey / David F. Hendry / Siem Jan Koopman Providing / Charles Bos / Sebastien Laurent / /

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Position

Queen / HEAD OFFICE / local linear trend model for this particular data set / Professor of Economics / model / array editor / /

ProgrammingLanguage

TSP / ML / C++ / /

ProvinceOrState

British Columbia / Arkansas / /

PublishedMedium

Review of Financial Studies / Purchasing / Review of Economics and Statistics / Journal of Econometrics / /

RadioStation

Core / /

Technology

Object-oriented programming / Linux / simulation / /

URL

www.timberlake.co.uk / www.oxmetrics.net / http /

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