Download or read book Seasonal BVAR Models a Search Along Some Time Domain Priors written by Raynauld, Jacques and published by Montréal : École des hautes études commerciales. This book was released on 1990 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Genetic Algorithm Calibration of Seasonal BVAR Models written by Enrique M. Quilis and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we explore the use of Genetic Algorithms (GA) to calibrate seasonal BVAR models. In this way, the mechanistic use of seasonal adjustment procedures is avoided, since seasonality becomes a structural, basic and explicit part of the BVAR model. At the same time, the use of GA allows calibration to be performed on a diffuse setting, preserving as much as possible the flexible nature of BVAR and revealing interesting features of the data. The well-known U.S. housing data are used to illustrate the procedures outlined in the paper.
Download or read book Seasonal BVAR Models written by Raynauld, Jacques and published by Montréal : École des hautes études commerciales. This book was released on 1989 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advances in Econometrics Volume 1 written by Christopher A. Sims and published by Cambridge University Press. This book was released on 1996-03-07 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first of a two-volume set of articles reflecting the current state of research in econometrics.
Download or read book BVAR Models in the Context of Cointegration written by Luis J. Álvarez and published by . This book was released on 1994 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multiple Time Series Modeling Using the SAS VARMAX Procedure written by Anders Milhoj and published by SAS Institute. This book was released on 2016-01-11 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed at econometricians who have completed at least one course in time series modeling, this comprehensive book will teach you the time series analytical possibilities that SAS offers today. --
Download or read book Seasonal ARMA Models Estimated Via Bayesian Techniques written by Anthony Bown Sanders and published by . This book was released on 1987 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings of the Business and Economic Statistics Section American Statistical Association written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1988 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bayesian Economics Through Numerical Methods written by Jeffrey H. Dorfman and published by Springer Science & Business Media. This book was released on 1997-07-31 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies, this book covers the full range of the new numerical techniques which have been developed over the last thirty years. Notably, these are: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems, and includes applications drawn from a variety of different fields within economics, while also providing a quick overview of the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing topic.
Download or read book Macroeconometrics written by Kevin D. Hoover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1993 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings of the Business and Economic Statistics Section written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1989 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Structural Vector Autoregressive Analysis written by Lutz Kilian and published by Cambridge University Press. This book was released on 2017-11-23 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Download or read book Seasonal ARMA Models Estimated Via Bayesian Techniques written by Patrick Alan Thompson and published by . This book was released on 1988 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book JOURNAL OF BUSINESS ECONOMIC STATISTICS written by and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Forecasting Cointegrated Series with BVAR Models written by Giovanni Amisano and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Seasonal Forecasting Model written by Mahmoud Agah and published by . This book was released on 1984 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
