Suggested Topics within your search.
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Regression analysis
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2721by Kim Samejima Mascarenhas Lopes“... measures the directed relation between components of a multivariate stationary Vector Autoregressive (VAR...”
Published 2018
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2722by Maas, Daniel Peter“.... Methodologically, all studies draw heavily on time series methods such as (multi-country) vector autoregressions...”
Published 2018
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Doctoral Thesis -
2723“... of the co-integration and error correction model. The VARIMAX-ECM model is adapted from the vector...”
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2724by Oliveira, Flaviane de“...). The result of the Vector Autoregressive model indicates that GDP growth respond negatively to the CCI and FOI...”
Published 2015
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2725“..., during the period from January 2003 to May 2015. This work estimated Vector Autoregressive (VAR) models...”
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2726by Oliveira, Charles Wladimir de Almeida Oliveira“..., this study proposes models to estimate the costs trend in that sector in 2011. Forecasts from vector...”
Published 2013
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2727by Lucas Meireles Paixao“... econometric tests, such as vector autoregressive (VAR) and impulse response functions, apart from GARCH...”
Published 2014
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2728by Farfán Mayo, Brenda Keren-Hapuc“... and macroeconomic variables, the Vector Autoregressive (VAR) model and impulse response functions (IRF) are used...”
Published 2021
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2729by Huang, Wei“... method for a cointegrated vector autoregressive (VAR) model to compute the break dates for the data...”
Published 2011
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2730by Qiang, Fu“.... This is conducted with particular emphasis on the construction and implementation of Bayesian vector autoregressive...”
Published 2000
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2731The analysis of the relationship between stock returns (volatility) and economic growth (volatility)“... vector autoregressive (TVAR) model, in which the “modified current depth of recession (MCDR)” is used...”
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2732by Shir-Yu Chou, 周師妤“.... The asymmetric vector autoregressive bivariate double-threshold GARCH model is used in this study to examine...”
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2733by Wang, Jun“...-switching Vector Autoregressive (MS-VAR) model. It is shown that the adjustment has a significant impact...”
Published 2005
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2734“... multivariate vector autoregressive (VAR) model. As the empirical results, the long-run equilibrium is captured...”
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2735by Welander, Jesper“...Vector autoregressive (VAR) models for time series analysis of high-dimensional data tend to suffer...”
Published 2016
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2736by Sserwanja, Isaac“...-of-dimensionality inhibiting such high-dimensional vector autoregressive systems. The corporate-government bond...”
Published 2015
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2738by Rocco, Leandro de Almeida“.... This interrelationship is studied through a vector autoregressive model applied to panel data and a causality test...”
Published 2013
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2739by Oliveira, Sílvia Fernanda“... to forecast the industrial production from Ceará energy consumption measured by COELCE. Vector Autoregressive...”
Published 2013
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2740by Porto, Teresa Helena Carvalho Rebouças“... to the unacceptable level of fax charge. Vector autoregressive models indicate the existence of co-movements between...”
Published 2013
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