Narrow search
Showing 71 - 80 of 36,916
Cover Image
Continuous-Time Linear Models
Cochrane, John H. - 2012
models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction …
Persistent link: https://www.econbiz.de/10013104725
Cover Image
Continuous-Time Linear Models
Cochrane, John H. - 2012
models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction …
Persistent link: https://www.econbiz.de/10013105103
Cover Image
Predicting Inflation in Ghana : A Comparison of Cointegration and Arima Models
Alnaa, Samuel Erasmus - 2012
Box-Jenkins approach has been used and for the cointegration model, the Johansen's approach has been utilised …
Persistent link: https://www.econbiz.de/10013106135
Cover Image
Real Interest Rates in Regional Economic Blocs
Lee, Jong-Eun - 2014
-Pacific, Europe, North America using cointegration analysis and vector error correction models …
Persistent link: https://www.econbiz.de/10013048673
Cover Image
Cointegrated VARMA models and forecasting US interest rates
Kascha, Christian; Trenkler, Carsten - 2011
generates forecasts superior to methods which do not allow for moving-average terms. -- Cointegration ; VARMA Models …
Persistent link: https://www.econbiz.de/10009740153
Cover Image
Estimating the Kronecker indices of cointegrated echelon form VARMA models
Bartel, Holger; Lütkepohl, Helmut - 1997
Cointegrated VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of cointegrated echelon form VARMA models are discussed and compared. They have the common feature of estimating...
Persistent link: https://www.econbiz.de/10009630541
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - In: Journal of economic surveys 25 (2011) 1, pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Cover Image
Time Series Econometrics
Neusser, Klaus - 2016
VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15. Co-integration -- 16. The Kalman …
Persistent link: https://www.econbiz.de/10012397877
Cover Image
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel - In: International journal of forecasting 36 (2020) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
Cover Image
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 240-247
Persistent link: https://www.econbiz.de/10012386807