Showing 2,741 - 2,760 results of 2,879 for search '"vector autoregression"', query time: 1.79s Refine Results
  1. 2741
  2. 2742
    ... and the best model called “Path analysis based on vector autoregressive integrated moving average with observed...
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    Article
  3. 2743
    by Jedidi, Ons
    Published 2015
    ... an approach based on a Vector Autoregressive model (VAR). Our estimates show a significant two-way...
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  4. 2744
    by Sanematsu, Flávio Cysneiros
    Published 2006
    ... it formulates its policy. Based on vector autoregressive (VAR) estimations, it was found pieces of evidence...
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  5. 2745
    by Jia-Jiin,Lee, 李佳瑾
    Published 2014
    ..., this study uses the vector autoregressive model based on Johansen cointegration test to analyze the long-term...
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  6. 2746
    by Leoni, Roberto Campos.
    Published 2015
    ... with observations modeled by a first order vector autoregressive model - VAR (1). To counteract the undesired effect...
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  7. 2747
    by Rambaccussing, Dooruj
    Published 2012
    .... The predictive regression included both simple Ordinary Least Squares and Vector Autoregressions. The second...
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  8. 2748
    by Hsieh, Ming-Han, 謝明翰
    Published 2011
    ... time series methodologies of unit root, Granger causality, cointegration test, Vector Autoregressive...
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  9. 2749
    by Matos, Mírian da Silva
    Published 2013
    ... identified trend breaks. The methodology employed is Vector Autoregressive (VAR) by considering all variables...
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  10. 2750
    by Yao, Xingzhi
    Published 2017
    ... modified fractionally co-integrated vector autoregressive model, M-FCVAR, that caters for systems with I(0...
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  11. 2751
    by Nasir, Muhhammad Ali
    Published 2014
    ... assets i.e. equity and bonds price oscillation. The empirical analysis employing a Vector Autoregressive...
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  12. 2752
    by Fremigacci, Florent
    Published 2010
    ... persistenceusing a panel vector autoregressive fixed effect model estimated on count data. The results suggest...
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  13. 2753
    ...) in order to study its vectors autoregression (VARs) framework and impulse response functions. Another aim...
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  14. 2754
    by Chan, Eric Glenn
    Published 2010
    ... nontraditional time series methods such as VARFIMA (vector autoregressive fractionally integrated moving averages...
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  15. 2755
    ... studying a group of developed and emerging economies. I estimate a panel structural vector autoregressive...
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  16. 2756
    by Jorge Uribe
    Published 2012-03-01
    ... and vector autoregressions. The technique is applied to evaluate the historical performance of the main...
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    Article
  17. 2757
    ... and in the more recent literature on cross-market rebalancing. Using causality analysis in a vector autoregressive...
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  18. 2758
    by Handal Reyes, Jorge Jose
    Published 2014
    ... response functions from error correction models and vector autoregressive models confirm the causal nature...
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  19. 2759
    by Matos, M?rian da Silva
    Published 2015
    ... breaks.The methodology employed is Vector Autoregressive (VAR) by considering all variables as endogenous...
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  20. 2760
    by Ken-Yu Lin, 林耕宇
    Published 2013
    .... This study uses the global vector autoregressive (GVAR) model developed by Pesaran, Schuermann and Weiner...
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