Explore: Autoregression (statistics)

Discover books, insights, and more — all in one place.

Learn more about Autoregression (statistics) with top reads curated from trusted sources — all in one place.

Topic Search

Search for any topic

AI-Generated Overview About “autoregression-%28statistics%29”:


Books Results

Source: The Open Library

The Open Library Search Results

Search results from The Open Library

1New directions in econometric practice

By

Book's cover

“New directions in econometric practice” Metadata:

  • Title: ➤  New directions in econometric practice
  • Authors:
  • Language: English
  • Number of Pages: Median: 370
  • Publisher: ➤  Edward Elgar Pub. - Edward Elgar Pub - Distributed in the U.S. by Ashgate Pub. Co. - E. Elgar
  • Publish Date:
  • Publish Location: ➤  Brookfield, VT, USA - Aldershot, Hants, England - Lyme, N.H

“New directions in econometric practice” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1991
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

Downloads Are Not Available:

The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

Online Borrowing:

Online Marketplaces

Find New directions in econometric practice at online marketplaces:


2The Cointegrated VAR Model

By

Book's cover

“The Cointegrated VAR Model” Metadata:

  • Title: The Cointegrated VAR Model
  • Author:
  • Language: English
  • Number of Pages: Median: 480
  • Publisher: ➤  Oxford University Press, USA - Oxford University Press - Oxford University Press, Incorporated
  • Publish Date:
  • Publish Location: Oxford - New York

“The Cointegrated VAR Model” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 2006
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: No_ebook

Online Marketplaces

Find The Cointegrated VAR Model at online marketplaces:


3Models for dependent time series

By

Book's cover

“Models for dependent time series” Metadata:

  • Title: ➤  Models for dependent time series
  • Authors:
  • Language: English
  • Number of Pages: Median: 340
  • Publisher: ➤  Taylor & Francis Group - Chapman & Hall/CRC
  • Publish Date:

“Models for dependent time series” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 2009
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: No_ebook

Online Access

Downloads Are Not Available:

The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

Online Borrowing:

    Online Marketplaces

    Find Models for dependent time series at online marketplaces:


    4ARCH models for financial applications

    By

    “ARCH models for financial applications” Metadata:

    • Title: ➤  ARCH models for financial applications
    • Author:
    • Language: English
    • Number of Pages: Median: 558
    • Publisher: ➤  Wiley & Sons, Limited, John - Wiley & Sons, Incorporated, John - John Wiley & Sons
    • Publish Date:
    • Publish Location: Chichester - Hoboken

    “ARCH models for financial applications” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 2010
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: No_ebook

    Online Marketplaces

    Find ARCH models for financial applications at online marketplaces:


    5Bayesian VARs

    By

    “Bayesian VARs” Metadata:

    • Title: Bayesian VARs
    • Author:
    • Language: English
    • Number of Pages: Median: 45
    • Publisher: ➤  International Monetary Fund, Research Department - International Monetary Fund
    • Publish Date:
    • Publish Location: [Washington, D.C.]

    “Bayesian VARs” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 2003
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: No_ebook

    Online Marketplaces

    Find Bayesian VARs at online marketplaces:


    6Commodity price shocks and the odds on fiscal performance

    By

    “Commodity price shocks and the odds on fiscal performance” Metadata:

    • Title: ➤  Commodity price shocks and the odds on fiscal performance
    • Author:
    • Language: English
    • Number of Pages: Median: 34
    • Publisher: ➤  International Monetary Fund, Middle East and Central Asia Dept. - International Monetary Fund
    • Publish Date:
    • Publish Location: Washington, D.C

    “Commodity price shocks and the odds on fiscal performance” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 2005
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: No_ebook

    Online Marketplaces

    Find Commodity price shocks and the odds on fiscal performance at online marketplaces:


    7On t he heterogeneity bias of pooled estimators in stationary VAR specifications

    By

    “On t he heterogeneity bias of pooled estimators in stationary VAR specifications” Metadata:

    • Title: ➤  On t he heterogeneity bias of pooled estimators in stationary VAR specifications
    • Author:
    • Language: English
    • Number of Pages: Median: 44
    • Publisher: ➤  International Monetary Fund - International Monetary Fund, Research Department
    • Publish Date:
    • Publish Location: [Washington, D.C.]

    “On t he heterogeneity bias of pooled estimators in stationary VAR specifications” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 2003
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: No_ebook

    Online Marketplaces

    Find On t he heterogeneity bias of pooled estimators in stationary VAR specifications at online marketplaces:


    8ARMA model identification

    By

    Book's cover

    “ARMA model identification” Metadata:

    • Title: ARMA model identification
    • Author:
    • Language: English
    • Number of Pages: Median: 206
    • Publisher: ➤  Springer-Verlag - Springer London, Limited - Springer - Island Press
    • Publish Date:
    • Publish Location: New York

    “ARMA model identification” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 1992
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: No_ebook

    Online Access

    Downloads Are Not Available:

    The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

    Online Borrowing:

      Online Marketplaces

      Find ARMA model identification at online marketplaces:


      9Likelihood-based inference in cointegrated vector autoregressive models

      By

      Book's cover

      “Likelihood-based inference in cointegrated vector autoregressive models” Metadata:

      • Title: ➤  Likelihood-based inference in cointegrated vector autoregressive models
      • Author:
      • Language: English
      • Number of Pages: Median: 267
      • Publisher: ➤  Oxford University Press - Oxford University Press, Incorporated
      • Publish Date:
      • Publish Location: Oxford

      “Likelihood-based inference in cointegrated vector autoregressive models” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1995
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: Unclassified

      Online Access

      Downloads Are Not Available:

      The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

      Online Borrowing:

        Online Marketplaces

        Find Likelihood-based inference in cointegrated vector autoregressive models at online marketplaces:


        10Model Reduction Methods for Vector Autoregressive Processes

        By

        Book's cover

        “Model Reduction Methods for Vector Autoregressive Processes” Metadata:

        • Title: ➤  Model Reduction Methods for Vector Autoregressive Processes
        • Author:
        • Language: English
        • Number of Pages: Median: 218
        • Publisher: ➤  Springer - Springer London, Limited
        • Publish Date:

        “Model Reduction Methods for Vector Autoregressive Processes” Subjects and Themes:

        Edition Identifiers:

        First Setence:

        "Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades."

        Access and General Info:

        • First Year Published: 2004
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

        Online Access

        Downloads Are Not Available:

        The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

        Online Borrowing:

          Online Marketplaces

          Find Model Reduction Methods for Vector Autoregressive Processes at online marketplaces:


          11Assessing structural VARs

          By

          “Assessing structural VARs” Metadata:

          • Title: Assessing structural VARs
          • Author:
          • Language: English
          • Number of Pages: Median: 38
          • Publisher: ➤  National Bureau of Economic Research - Federal Reserve Board
          • Publish Date:
          • Publish Location: ➤  Washington, D.C - Cambridge, Mass

          “Assessing structural VARs” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 2006
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

          Online Access

          Downloads Are Not Available:

          The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

          Online Borrowing:

            Online Marketplaces

            Find Assessing structural VARs at online marketplaces:


            12VAR Models in Macroeconomics : New Developments and Applications

            By

            Book's cover

            “VAR Models in Macroeconomics : New Developments and Applications” Metadata:

            • Title: ➤  VAR Models in Macroeconomics : New Developments and Applications
            • Authors:
            • Language: English
            • Number of Pages: Median: 456
            • Publisher: ➤  Emerald Publishing Limited - Emerald Group Publishing
            • Publish Date:

            “VAR Models in Macroeconomics : New Developments and Applications” Subjects and Themes:

            Edition Identifiers:

            Access and General Info:

            • First Year Published: 2013
            • Is Full Text Available: No
            • Is The Book Public: No
            • Access Status: No_ebook

            Online Marketplaces

            Find VAR Models in Macroeconomics : New Developments and Applications at online marketplaces:


            13A variance decomposition for stock returns

            By

            “A variance decomposition for stock returns” Metadata:

            • Title: ➤  A variance decomposition for stock returns
            • Author:
            • Language: English
            • Number of Pages: Median: 26
            • Publisher: ➤  National Bureau of Economic Research - LSE Financial Markets Group
            • Publish Date:
            • Publish Location: Cambridge, MA - London

            “A variance decomposition for stock returns” Subjects and Themes:

            Edition Identifiers:

            Access and General Info:

            • First Year Published: 1990
            • Is Full Text Available: No
            • Is The Book Public: No
            • Access Status: No_ebook

            Online Marketplaces

            Find A variance decomposition for stock returns at online marketplaces:


            14A, B, C's (and D)'s for understanding VARS

            By

            “A, B, C's (and D)'s for understanding VARS” Metadata:

            • Title: ➤  A, B, C's (and D)'s for understanding VARS
            • Author:
            • Language: English
            • Publisher: ➤  Federal Reserve Bank of Atlanta - National Bureau of Economic Research
            • Publish Date:
            • Publish Location: Cambridge, MA - [Atlanta, Ga.]

            “A, B, C's (and D)'s for understanding VARS” Subjects and Themes:

            Edition Identifiers:

            Access and General Info:

            • First Year Published: 2005
            • Is Full Text Available: No
            • Is The Book Public: No
            • Access Status: No_ebook

            Online Access

            Downloads Are Not Available:

            The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

            Online Borrowing:

              Online Marketplaces

              Find A, B, C's (and D)'s for understanding VARS at online marketplaces:


              15Weighted empiricals and linear models

              By

              Book's cover

              “Weighted empiricals and linear models” Metadata:

              • Title: ➤  Weighted empiricals and linear models
              • Author:
              • Language: English
              • Number of Pages: Median: 264
              • Publisher: ➤  Institute of Mathematical Statistics
              • Publish Date:
              • Publish Location: Hayward, Calif

              “Weighted empiricals and linear models” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1992
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find Weighted empiricals and linear models at online marketplaces:


              16ARdock, an auto-regressive model analyzer

              By

              “ARdock, an auto-regressive model analyzer” Metadata:

              • Title: ➤  ARdock, an auto-regressive model analyzer
              • Author:
              • Language: English
              • Number of Pages: Median: 72
              • Publisher: ➤  Institute of Statistical Mathematics
              • Publish Date:
              • Publish Location: Tokyo

              “ARdock, an auto-regressive model analyzer” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1999
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find ARdock, an auto-regressive model analyzer at online marketplaces:


              17Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen

              By

              “Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen” Metadata:

              • Title: ➤  Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen
              • Author:
              • Language: ger
              • Number of Pages: Median: 171
              • Publisher: Physica-Verlag
              • Publish Date:
              • Publish Location: Heidelberg

              “Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1990
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen at online marketplaces:


              18Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle

              By

              “Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle” Metadata:

              • Title: ➤  Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle
              • Author:
              • Language: ger
              • Number of Pages: Median: 265
              • Publisher: Physica-Verlag
              • Publish Date:
              • Publish Location: Heidelberg

              “Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1991
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle at online marketplaces:


              19Atmospheric structure simulation

              By

              “Atmospheric structure simulation” Metadata:

              • Title: ➤  Atmospheric structure simulation
              • Author:
              • Language: English
              • Number of Pages: Median: 58
              • Publisher: ➤  Phillips Laboratory, Directorate of Geophysics, Air Force Materiel Command
              • Publish Date:
              • Publish Location: Hanscom Air Force Base, MA

              “Atmospheric structure simulation” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1993
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find Atmospheric structure simulation at online marketplaces:


              20Answering the critics

              By

              “Answering the critics” Metadata:

              • Title: Answering the critics
              • Author:
              • Language: English
              • Number of Pages: Median: 22
              • Publisher: ➤  National Bureau of Economic Research
              • Publish Date:
              • Publish Location: Cambridge, MA

              “Answering the critics” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1997
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find Answering the critics at online marketplaces:


              21A non-tested hypothesis test of multivariate models with autoregressive processes

              By

              “A non-tested hypothesis test of multivariate models with autoregressive processes” Metadata:

              • Title: ➤  A non-tested hypothesis test of multivariate models with autoregressive processes
              • Author:
              • Language: English
              • Number of Pages: Median: 59
              • Publish Date:

              “A non-tested hypothesis test of multivariate models with autoregressive processes” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1988
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Marketplaces

              Find A non-tested hypothesis test of multivariate models with autoregressive processes at online marketplaces:


              22A critique of structural VARs using real business cycle theory

              By

              “A critique of structural VARs using real business cycle theory” Metadata:

              • Title: ➤  A critique of structural VARs using real business cycle theory
              • Author:
              • Language: English
              • Publisher: ➤  Federal Reserve Bank of Minneapolis, Research Dept.
              • Publish Date:
              • Publish Location: [Minneapolis, MN]

              “A critique of structural VARs using real business cycle theory” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 2004
              • Is Full Text Available: No
              • Is The Book Public: No
              • Access Status: No_ebook

              Online Access

              Downloads Are Not Available:

              The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

              Online Borrowing:

                Online Marketplaces

                Find A critique of structural VARs using real business cycle theory at online marketplaces:


                23The demand for money in the U.S. during the Great Depression

                By

                “The demand for money in the U.S. during the Great Depression” Metadata:

                • Title: ➤  The demand for money in the U.S. during the Great Depression
                • Author:
                • Language: English
                • Number of Pages: Median: 29
                • Publisher: ➤  National Bureau of Economic Research
                • Publish Date:
                • Publish Location: Cambridge, MA

                “The demand for money in the U.S. during the Great Depression” Subjects and Themes:

                Edition Identifiers:

                Access and General Info:

                • First Year Published: 1989
                • Is Full Text Available: No
                • Is The Book Public: No
                • Access Status: No_ebook

                Online Marketplaces

                Find The demand for money in the U.S. during the Great Depression at online marketplaces:


                24ARCH models and financial applications

                By

                Book's cover

                “ARCH models and financial applications” Metadata:

                • Title: ➤  ARCH models and financial applications
                • Author:
                • Language: English
                • Number of Pages: Median: 228
                • Publisher: Springer
                • Publish Date:
                • Publish Location: New York

                “ARCH models and financial applications” Subjects and Themes:

                Edition Identifiers:

                Access and General Info:

                • First Year Published: 1997
                • Is Full Text Available: Yes
                • Is The Book Public: No
                • Access Status: Printdisabled

                Online Access

                Downloads Are Not Available:

                The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

                Online Borrowing:

                  Online Marketplaces

                  Find ARCH models and financial applications at online marketplaces:


                  25Model selection and testing nonnormality in autoregressive models

                  By

                  “Model selection and testing nonnormality in autoregressive models” Metadata:

                  • Title: ➤  Model selection and testing nonnormality in autoregressive models
                  • Author:
                  • Language: English
                  • Number of Pages: Median: 24
                  • Publisher: ➤  Institute of Economic Research, Kobe University of Commerce
                  • Publish Date:
                  • Publish Location: Kobe, Japan

                  “Model selection and testing nonnormality in autoregressive models” Subjects and Themes:

                  Edition Identifiers:

                  Access and General Info:

                  • First Year Published: 1993
                  • Is Full Text Available: No
                  • Is The Book Public: No
                  • Access Status: No_ebook

                  Online Marketplaces

                  Find Model selection and testing nonnormality in autoregressive models at online marketplaces:


                  26Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen

                  By

                  “Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen” Metadata:

                  • Title: ➤  Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
                  • Author:
                  • Language: ger
                  • Number of Pages: Median: 145
                  • Publisher: ➤  Lang AG International Academic Publishers, Peter - P. Lang
                  • Publish Date:
                  • Publish Location: New York - Frankfurt am Main

                  “Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen” Subjects and Themes:

                  Edition Identifiers:

                  Access and General Info:

                  • First Year Published: 1994
                  • Is Full Text Available: No
                  • Is The Book Public: No
                  • Access Status: No_ebook

                  Online Marketplaces

                  Find Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen at online marketplaces:


                  27Prediction and estimation in ARMA models

                  By

                  Book's cover

                  “Prediction and estimation in ARMA models” Metadata:

                  • Title: ➤  Prediction and estimation in ARMA models
                  • Authors:
                  • Language: English
                  • Number of Pages: Median: 118
                  • Publisher: Coronet Books
                  • Publish Date:

                  “Prediction and estimation in ARMA models” Subjects and Themes:

                  Edition Identifiers:

                  Access and General Info:

                  • First Year Published: 1986
                  • Is Full Text Available: No
                  • Is The Book Public: No
                  • Access Status: No_ebook

                  Online Access

                  Downloads Are Not Available:

                  The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

                  Online Borrowing:

                    Online Marketplaces

                    Find Prediction and estimation in ARMA models at online marketplaces:


                    28Essays on vector autoregressions with cointegrating restrictions

                    By

                    “Essays on vector autoregressions with cointegrating restrictions” Metadata:

                    • Title: ➤  Essays on vector autoregressions with cointegrating restrictions
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 40
                    • Publisher: ➤  Distributor, Almqvist & Wiksell International - Uppsala University
                    • Publish Date:
                    • Publish Location: Uppsala - Stockholm, Sweden

                    “Essays on vector autoregressions with cointegrating restrictions” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1992
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

                    Online Marketplaces

                    Find Essays on vector autoregressions with cointegrating restrictions at online marketplaces:


                    29Estimation robuste en contamination asymétrique et application aux processus autorégressifs

                    By

                    “Estimation robuste en contamination asymétrique et application aux processus autorégressifs” Metadata:

                    • Title: ➤  Estimation robuste en contamination asymétrique et application aux processus autorégressifs
                    • Author:
                    • Language: fre
                    • Number of Pages: Median: 199
                    • Publisher: ➤  P. Lang - Lang AG International Academic Publishers, Peter
                    • Publish Date:
                    • Publish Location: New York - Berne

                    “Estimation robuste en contamination asymétrique et application aux processus autorégressifs” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1983
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

                    Online Marketplaces

                    Find Estimation robuste en contamination asymétrique et application aux processus autorégressifs at online marketplaces:


                    30Do measures of monetary policy in a VAR make sense?

                    By

                    “Do measures of monetary policy in a VAR make sense?” Metadata:

                    • Title: ➤  Do measures of monetary policy in a VAR make sense?
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 34
                    • Publisher: Banca d'Italia
                    • Publish Date:
                    • Publish Location: [Roma]

                    “Do measures of monetary policy in a VAR make sense?” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1996
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

                    Online Marketplaces

                    Find Do measures of monetary policy in a VAR make sense? at online marketplaces:


                    31Generalised impulse responseanalysis in linear multivariate models

                    By

                    “Generalised impulse responseanalysis in linear multivariate models” Metadata:

                    • Title: ➤  Generalised impulse responseanalysis in linear multivariate models
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 10
                    • Publisher: ➤  University of Cambridge, Dept. of Applied Economics
                    • Publish Date:
                    • Publish Location: Cambridge

                    “Generalised impulse responseanalysis in linear multivariate models” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1997
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

                    Online Marketplaces

                    Find Generalised impulse responseanalysis in linear multivariate models at online marketplaces:


                    32Exact confidence intervals for impulse responses in a gaussian vector autoregression

                    By

                    “Exact confidence intervals for impulse responses in a gaussian vector autoregression” Metadata:

                    • Title: ➤  Exact confidence intervals for impulse responses in a gaussian vector autoregression
                    • Author:
                    • Language: English
                    • Publisher: Federal Reserve Board
                    • Publish Date:
                    • Publish Location: Washington, D.C

                    “Exact confidence intervals for impulse responses in a gaussian vector autoregression” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 2000
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

                    Online Access

                    Downloads Are Not Available:

                    The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

                    Online Borrowing:

                      Online Marketplaces

                      Find Exact confidence intervals for impulse responses in a gaussian vector autoregression at online marketplaces:


                      33Full maximum likelihood estimation of second-order autoregressive error models

                      By

                      “Full maximum likelihood estimation of second-order autoregressive error models” Metadata:

                      • Title: ➤  Full maximum likelihood estimation of second-order autoregressive error models
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 18
                      • Publisher: ➤  Dept. of Economics, Queen's University
                      • Publish Date:
                      • Publish Location: Kingston, Canada

                      “Full maximum likelihood estimation of second-order autoregressive error models” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1970
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Full maximum likelihood estimation of second-order autoregressive error models at online marketplaces:


                      34A specification error theorem for predictions from estimated autoregressions

                      By

                      “A specification error theorem for predictions from estimated autoregressions” Metadata:

                      • Title: ➤  A specification error theorem for predictions from estimated autoregressions
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 15
                      • Publisher: ➤  Département de science économique et Centre de recherche en développement ećonomique, Université de Montréal
                      • Publish Date:
                      • Publish Location: Montréal

                      “A specification error theorem for predictions from estimated autoregressions” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1982
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find A specification error theorem for predictions from estimated autoregressions at online marketplaces:


                      35Unbiasedness of predictions from estimated vector autoregressions

                      By

                      “Unbiasedness of predictions from estimated vector autoregressions” Metadata:

                      • Title: ➤  Unbiasedness of predictions from estimated vector autoregressions
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 18
                      • Publisher: Université de Montréal
                      • Publish Date:
                      • Publish Location: Montréal

                      “Unbiasedness of predictions from estimated vector autoregressions” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1983
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Unbiasedness of predictions from estimated vector autoregressions at online marketplaces:


                      36Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances

                      By

                      “Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances” Metadata:

                      • Title: ➤  Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 15
                      • Publisher: ➤  Institute for Economic Research, Queen's University
                      • Publish Date:
                      • Publish Location: Kingston, Ont

                      “Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1970
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances at online marketplaces:


                      37Vector autoregressions and common trends in macro and financial economics

                      By

                      “Vector autoregressions and common trends in macro and financial economics” Metadata:

                      • Title: ➤  Vector autoregressions and common trends in macro and financial economics
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 102
                      • Publisher: ➤  Stockholm School of Economics, Economic Research Institute
                      • Publish Date:
                      • Publish Location: Stockholm

                      “Vector autoregressions and common trends in macro and financial economics” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1990
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Vector autoregressions and common trends in macro and financial economics at online marketplaces:


                      38Known moving-average transformations and autoregressive processes

                      By

                      “Known moving-average transformations and autoregressive processes” Metadata:

                      • Title: ➤  Known moving-average transformations and autoregressive processes
                      • Author:
                      • Language: English
                      • Publisher: ➤  Institute for Economic Research, Queen's University
                      • Publish Date:
                      • Publish Location: Kingston, Ont

                      “Known moving-average transformations and autoregressive processes” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1972
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Known moving-average transformations and autoregressive processes at online marketplaces:


                      39Methoden zur Schätzung der Ordnung bei autoregressiven Modellen

                      By

                      “Methoden zur Schätzung der Ordnung bei autoregressiven Modellen” Metadata:

                      • Title: ➤  Methoden zur Schätzung der Ordnung bei autoregressiven Modellen
                      • Author:
                      • Language: ger
                      • Number of Pages: Median: 148
                      • Publisher: B.G. Teubner
                      • Publish Date:
                      • Publish Location: Leipzig

                      “Methoden zur Schätzung der Ordnung bei autoregressiven Modellen” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1989
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Methoden zur Schätzung der Ordnung bei autoregressiven Modellen at online marketplaces:


                      40Forecasting with Bayesian vector autoregressions

                      By

                      “Forecasting with Bayesian vector autoregressions” Metadata:

                      • Title: ➤  Forecasting with Bayesian vector autoregressions
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 16
                      • Publisher: ➤  Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
                      • Publish Date:
                      • Publish Location: West Lafayette, Ind

                      “Forecasting with Bayesian vector autoregressions” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1989
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Forecasting with Bayesian vector autoregressions at online marketplaces:


                      41The dynamic relationship between low birthweight and induced abortion in New York City

                      By

                      “The dynamic relationship between low birthweight and induced abortion in New York City” Metadata:

                      • Title: ➤  The dynamic relationship between low birthweight and induced abortion in New York City
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 14
                      • Publisher: ➤  National Bureau of Economic Research
                      • Publish Date:
                      • Publish Location: Cambridge, MA

                      “The dynamic relationship between low birthweight and induced abortion in New York City” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1989
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find The dynamic relationship between low birthweight and induced abortion in New York City at online marketplaces:


                      42A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

                      By

                      “A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables” Metadata:

                      • Title: ➤  A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 49
                      • Publisher: ➤  National Bureau of Economic Research
                      • Publish Date:
                      • Publish Location: Cambridge, MA

                      “A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 2001
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables at online marketplaces:


                      43Likelihood-based inference in cointegrated vector autoregressive models

                      By

                      Book's cover

                      “Likelihood-based inference in cointegrated vector autoregressive models” Metadata:

                      • Title: ➤  Likelihood-based inference in cointegrated vector autoregressive models
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 267
                      • Publisher: Oxford University Press
                      • Publish Date:
                      • Publish Location: Oxford - New York

                      “Likelihood-based inference in cointegrated vector autoregressive models” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1995
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find Likelihood-based inference in cointegrated vector autoregressive models at online marketplaces:


                      44A small sample correction for tests of hypotheses on the cointegrating vectors

                      By

                      “A small sample correction for tests of hypotheses on the cointegrating vectors” Metadata:

                      • Title: ➤  A small sample correction for tests of hypotheses on the cointegrating vectors
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 35
                      • Publisher: European University Institute
                      • Publish Date:
                      • Publish Location: Florence

                      “A small sample correction for tests of hypotheses on the cointegrating vectors” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1999
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find A small sample correction for tests of hypotheses on the cointegrating vectors at online marketplaces:


                      45A small sample correction of the test for cointegrating rank in the vector autoregressive model

                      By

                      “A small sample correction of the test for cointegrating rank in the vector autoregressive model” Metadata:

                      • Title: ➤  A small sample correction of the test for cointegrating rank in the vector autoregressive model
                      • Author:
                      • Language: English
                      • Number of Pages: Median: 35
                      • Publisher: European University Institute
                      • Publish Date:
                      • Publish Location: San Domenico (FI) Italy

                      “A small sample correction of the test for cointegrating rank in the vector autoregressive model” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 2000
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Marketplaces

                      Find A small sample correction of the test for cointegrating rank in the vector autoregressive model at online marketplaces:


                      46Spacey parents

                      By

                      “Spacey parents” Metadata:

                      • Title: Spacey parents
                      • Author:
                      • Language: English
                      • Publisher: ➤  National Bureau of Economic Research
                      • Publish Date:
                      • Publish Location: Cambridge, MA

                      “Spacey parents” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 2005
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: No_ebook

                      Online Access

                      Downloads Are Not Available:

                      The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

                      Online Borrowing:

                        Online Marketplaces

                        Find Spacey parents at online marketplaces:


                        47NEURONALE NETZE ZUR PROGNOSE VON WARENTERMINPREISEN

                        By

                        “NEURONALE NETZE ZUR PROGNOSE VON WARENTERMINPREISEN” Metadata:

                        • Title: ➤  NEURONALE NETZE ZUR PROGNOSE VON WARENTERMINPREISEN
                        • Author:
                        • Language: ger
                        • Number of Pages: Median: 192
                        • Publisher: ➤  Lang AG International Academic Publishers, Peter
                        • Publish Date:

                        “NEURONALE NETZE ZUR PROGNOSE VON WARENTERMINPREISEN” Subjects and Themes:

                        Edition Identifiers:

                        Access and General Info:

                        • First Year Published: 2000
                        • Is Full Text Available: No
                        • Is The Book Public: No
                        • Access Status: No_ebook

                        Online Marketplaces

                        Find NEURONALE NETZE ZUR PROGNOSE VON WARENTERMINPREISEN at online marketplaces:


                        48Adaptive estimation of time-varying signal parameters with applications to speech

                        By

                        Book's cover

                        “Adaptive estimation of time-varying signal parameters with applications to speech” Metadata:

                        • Title: ➤  Adaptive estimation of time-varying signal parameters with applications to speech
                        • Author:
                        • Language: English
                        • Number of Pages: Median: 182
                        • Publish Date:

                        “Adaptive estimation of time-varying signal parameters with applications to speech” Subjects and Themes:

                        Edition Identifiers:

                        Access and General Info:

                        • First Year Published: 1989
                        • Is Full Text Available: Yes
                        • Is The Book Public: Yes
                        • Access Status: Public

                        Online Access

                        Downloads:

                          Online Borrowing:

                          Online Marketplaces

                          Find Adaptive estimation of time-varying signal parameters with applications to speech at online marketplaces:


                          49Modelling and residual analysis of nonlinear auto-regressive time series in exponential variables

                          By

                          Book's cover

                          “Modelling and residual analysis of nonlinear auto-regressive time series in exponential variables” Metadata:

                          • Title: ➤  Modelling and residual analysis of nonlinear auto-regressive time series in exponential variables
                          • Author:
                          • Language: English
                          • Number of Pages: Median: 35
                          • Publisher: Naval Postgraduate School
                          • Publish Date:
                          • Publish Location: Monterey, California

                          “Modelling and residual analysis of nonlinear auto-regressive time series in exponential variables” Subjects and Themes:

                          Edition Identifiers:

                          Access and General Info:

                          • First Year Published: 1984
                          • Is Full Text Available: Yes
                          • Is The Book Public: Yes
                          • Access Status: Public

                          Online Access

                          Downloads:

                            Online Borrowing:

                            Online Marketplaces

                            Find Modelling and residual analysis of nonlinear auto-regressive time series in exponential variables at online marketplaces:


                            50Information matrix test, parameter heterogeneity and ARCH

                            By

                            Book's cover

                            “Information matrix test, parameter heterogeneity and ARCH” Metadata:

                            • Title: ➤  Information matrix test, parameter heterogeneity and ARCH
                            • Author:
                            • Language: English
                            • Number of Pages: Median: 17
                            • Publisher: ➤  College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
                            • Publish Date:
                            • Publish Location: [Urbana, Ill.]

                            “Information matrix test, parameter heterogeneity and ARCH” Subjects and Themes:

                            Edition Identifiers:

                            Access and General Info:

                            • First Year Published: 1989
                            • Is Full Text Available: Yes
                            • Is The Book Public: Yes
                            • Access Status: Public

                            Online Access

                            Downloads:

                              Online Borrowing:

                              Online Marketplaces

                              Find Information matrix test, parameter heterogeneity and ARCH at online marketplaces:


                              Top of Page