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Time series models
Results: 405

#	Item
241	On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen Add to Reading List Source URL: www.hwwi.org Language: English - Date: 2014-11-27 09:28:54 Statistical models Data analysis Forecasting Statistical forecasting Autoregressive–moving-average model Linear model Time series Regression analysis Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics
242	OECD System of Unit Labour Cost and Related Indicators: Report from the Annual Update to Seasonal Adjustment Models – August 2010 A. Introduction 1. Seasonal adjustment is a process by which changes that are due to sea Add to Reading List Source URL: www.oecd.org Language: English - Date: 2014-07-04 13:04:51 Outlier Autoregressive integrated moving average TRAMO Time series Organisation for Economic Co-operation and Development Demetra+ Statistics Time series analysis Seasonal adjustment
243	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences
244	Forecasting "High" and "Low" of financial time series by Particle systems and Kalman filters S. DABLEMONT, S. VAN BELLEGEM, M. VERLEYSEN Université catholique de Louvain, Machine Learning Group, DICE 3, Place du Levant, Add to Reading List Source URL: perso.uclouvain.be Language: English - Date: 2009-02-25 10:57:00 Electronic engineering Robot control Linear filters Markov models Kalman filter Particle filter Maximum likelihood Bayes estimator Unscented transform Statistics Estimation theory Control theory
245	DETERMINING OPTIMAL ARCHITECTURE FOR DYNAMIC LINEAR MODELS IN TIME SERIES APPLICATIONS Kathleen Mary Karlon A Thesis Submitted to the Add to Reading List Source URL: libres.uncg.edu Language: English - Date: 2009-01-16 16:56:12 Time Data analysis Time series analysis Forecasting Futurology Macroeconomic model Future Time series Economic model Statistical forecasting Prediction Statistics
246	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance
247	Documento Ocasional 0301: A TOOL FOR QUALITY CONTROL OF TIME SERIES DATA. Program TERROR Add to Reading List Source URL: webgate.ec.europa.eu Language: English - Date: 2013-10-04 09:26:19 TRAMO Robust statistics Statistical theory Statistical models Outlier Linear regression Errors and residuals in statistics Least squares Dummy variable Statistics Regression analysis Econometrics
248	ONLINE MATERIALS Figure 1 shows the ice volume, V, predicted by the EP, 3τ, 4τ models and LS (thin line of panels 1, 2, 3 and 4, respectively) compared with 18O experimental time series obtained by Lisiecki and Ray Add to Reading List Source URL: link.springer.com Language: English Time series Wavelet LS
249	The Error Term in the History of Time Series Econometrics Duo Qin Christopher L. Gilbert initial draft: December 1995 this revision: November 1999# Add to Reading List Source URL: web.uvic.ca Language: English - Date: 2014-12-12 15:58:40 Vector autoregression Ordinary least squares Errors and residuals in statistics Linear regression Least squares Autoregressive conditional heteroskedasticity Errors-in-variables models Autocorrelation Structural equation modeling Statistics Econometrics Regression analysis
250	Variable Selection in Predictive Mixed-Frequency Models Add to Reading List Source URL: www.banque-france.fr Language: English - Date: 2014-11-12 04:30:17 Regression analysis Statistical forecasting Time series analysis Mixed data sampling Eric Ghysels Linear regression Forecasting Economic model Feature selection Statistics Economics Econometrics