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Economics / SETAR / Autoregressive conditional heteroskedasticity / Economic model / STAR model / Financial econometrics / Cointegration / Threshold model / Vector autoregression / Statistics / Time series analysis / Econometrics


Document Date: 2011-07-20 09:14:15

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City

Balke / Cambridge / Wiley / Oxford / /

Company

the STAR / Volterra / D. and Speight A. E. / U.S. Journal / /

Country

United States / United Kingdom / Greece / /

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Facility

Observatory Drive University of Wisconsin Madison / /

IndustryTerm

retail gasoline prices / wholesale and retail gasoline prices / oil price shocks / oil price empirical investigation / empirical applications / euro-zone retail banking / recent applications / /

MarketIndex

Hang Seng 40 / /

MusicGroup

TAR / /

Organization

National Science Foundation / American Statistical Association / US Federal Reserve / G7 / US GNP / Observatory Drive University of Wisconsin Madison / Bruce E. Hansen Department of Economics / /

Person

Taylor / Wolf / Juvenal / Howell Tong / Gonzalo / Walter Enders / Bruce E. Hansen / /

Position

model / SETAR model / Cao / TAR model for US GDP / model the relationship / threshold error-correction model for intraday futures and index returns / Harper / TAR model / /

ProvinceOrState

Nova Scotia / M. B. / New York / /

PublishedMedium

Econometric Theory / Journal of Monetary Economics / Journal of Applied Econometrics / Energy Economics / Journal of Money / Credit and Banking / Journal of Economic Dynamics and Control / The Review of Financial Studies / Journal of the American Statistical Association / Review of Economics and Statistics / Journal of Econometrics / /

Technology

simulation / /

URL

http /

SocialTag