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Regression Analysis of Time Series
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11	Median-Unbiased Estimation of Higher Order Autoregressive/Unit Root Processes and Autocorrelation Consistent Covariance Estimation in a Money Demand Model J. Huston McCulloch 1 Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:16 Regression analysis Econometrics Time series analysis Estimation theory Parametric statistics Ordinary least squares Heteroscedasticity Linear regression Autocorrelation DurbinWatson statistic GaussMarkov theorem Unit root
12	Discussion of Gertler and Karadi, ``Monetary Policy Surprises, Credit Costs, and Economic Activity'' Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2013-10-20 16:15:01 Regression analysis Error Measurement Econometrics Time series models Errors and residuals Vector autoregression National Bureau of Economic Research T-statistic Value at risk
13	A THREE CORNER HAT-BASED ANALYSIS OF STATION POSITION TIME SERIES FOR THE ASSESSMENT OF INTER-TECHNIQUE PRECISION AT ITRF CO-LOCATED SITES 1. INTRODUCTION C Abbondanza(1), TM Chin(1), RS Gross(1) , MB Heflin(1), KJ Hurst Add to Reading List Source URL: space-geodesy.nasa.gov Language: English - Date: 2012-12-19 17:52:23 Geodesy Astronomical imaging Interferometry Radio astronomy Very-long-baseline interferometry Global Positioning System Linear regression Vicks Sinex
14	SPECIFIC FEATURES OF USING LARGE-SCALE MAPPING DATA IN PLANNING CONSTRUCTION AND LAND FARMING Yu.K. Neumyvakin Institute of Land Use Planning Engineers Moscow, USSR A.I. Panfilovich Add to Reading List Source URL: mapcontext.com Language: English - Date: 2008-08-29 23:54:30 Covariance and correlation Time series analysis Regression analysis Independence Correlation and dependence Autocorrelation Statistics Topographic map
15	Tests of Equal Accuracy for Nested Models with Estimated Factors Sílvia Gonçalves, Michael W. McCrackenyand Benoit Perronz September 14, 2015 Abstract In this paper we develop asymptotics for tests of equal predictive Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:21:34 Regression analysis Econometrics Estimation theory Parametric statistics Time series analysis Ordinary least squares Linear regression Asymptotic theory Central limit theorem Autoregressive conditional heteroskedasticity Distribution Autocorrelation
16	Evidence for Autoregressive Conditional Heteroskedastic errors in growth traits of beef cattle* Add to Reading List Source URL: www.archanimbreed.com Language: English - Date: 2016-01-06 06:20:57 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Autoregressive conditional duration Heteroscedasticity Normal distribution Linear regression Least squares
17	ECONOMETRIC ESTIMATION OF FORESIGHT: TAX POLICY AND INVESTMENT IN THE UNITED STATES Douglas G. Steigerwald and Charles Stuart* Abstract —We develop a method for measuring the foresight agents have. We first dichotomize Add to Reading List Source URL: econ.ucsb.edu Language: English - Date: 2011-06-16 18:28:57 Regression analysis Time series analysis Expected value Autoregressive conditional heteroskedasticity Instrumental variable Normal distribution Martingale Stochastic programming Separation of variables
18	Regional Research Institute Working Paper Series A J-test for Panel Models with Fixed Effects, Spatial and Time Dependence By: Harry H. Kelejian, Professor of Economics, University of Maryland and Add to Reading List Source URL: rri.wvu.edu Language: English - Date: 2013-05-24 17:20:58 Regression analysis Econometrics Estimation theory Analysis of variance Parametric statistics Linear regression Fixed effects model Statistical hypothesis testing Random effects model Instrumental variable Heteroscedasticity
19	Methodological note (Flash6): Regression estimation of average annual percentage reduction in deaths from a time series of number of deaths The average yearly reduction can be calculated from any two years figures if ass Add to Reading List Source URL: archive.etsc.eu Language: English - Date: 2014-03-31 10:39:51 Econometrics Actuarial science Estimation theory Linear regression Regression analysis Regression Y0
20	Modeling and Forecasting Cointegrated Variables: Some Practical Experience Timothy A. Duy* and Mark A. Thoma Although the issue of identifying cointegrating relationships between time-series variables has become increasi Add to Reading List Source URL: pages.uoregon.edu Language: English - Date: 2009-07-22 15:59:27 Time series models Econometrics Time series analysis Mathematical finance Regression analysis Error correction model Vector autoregression Cointegration Economic model Forecasting Macroeconomic model Autoregressive integrated moving average