Showing 2,821 - 2,840 results of 2,879 for search '"vector autoregression"', query time: 0.94s Refine Results
  1. 2821
    by Mfouapon, Alassa
    Published 2015
    ... performance is also assessed through comparison to the performances of a random walk model, a vector...
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  2. 2822
    by Raimundo Ivan Vieira
    Published 2014
    ... or not the Wagner Law was based on techniques of time series. The model of Vector Autoregressive (VAR), the analysis...
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  3. 2823
    by Silva, Pedro Perfeito da
    Published 2016
    ..., during the period from 1995 to 2014, by estimating two Vectors Autoregressive econometric models...
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  4. 2824
    by Laan, Cesar Rodrigues van der
    Published 2007
    ... papers on international literature (chapter 2), associated with an empirical framework, based on a vector...
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  5. 2825
    by Alomari, Mohammad
    Published 2015
    ... spillovers between the 10 sectors of the ASE are investigated using a multivariate Vector Autoregressive (VAR...
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  6. 2826
    ... of the public debt under the vision of vector autoregressions. And in the last one a model of debt dynamic...
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  7. 2827
    by Moraes, Elisângela Franco de
    Published 2016
    ... the econometric technique VAR (Vector Autoregressive) to data of the Brazilian economy between 2003 and 2014. We...
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  8. 2828
    by Sato, Carolina Yumi
    Published 2013
    ... using vector autoregressive models, we have included credit variables to evaluate its impacts on output...
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  9. 2829
    by NILDA MERCEDES CABRERA PASCA
    Published 2019
    ... are considered, the opposite occurs. Finally, in the third article, we use a Factor-Augmented Vector...
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  10. 2830
    by MARINA SEQUEIROS DIAS
    Published 2007
    ... methods used in this set up, such as VAR models (Vector Autoregressive) and ECM (Error Correction Models...
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  11. 2831
    by Caicedo Dávila, Lizardo
    Published 2019
    ... Vector Autoregressive), a partir de datos oficiales del BCRP, CEPAL, Banco Mundial, INEI y otras. Se...
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    Doctoral Thesis
  12. 2832
    by YASMIN MONTEIRO CYRILLO
    Published 2018
    .... In this context, the Periodic Vector Autoregressive model with multiplicative error (PVARm) becomes interesting...
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  13. 2833
    by Desrosiers, Gabriel
    Published 2021
    ... developments of the smooth goodness of fit tests for vector autoregressive moving average models (VARMA...
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  14. 2834
    by Χίος, Ιωάννης
    Published 2012
    ... AutoRegressive with eXogenous excitation (FP-VARX) form, and Vector AutoRegressive Moving Average (FP-VARMA...
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  15. 2835
    by Lima, Lincoln Diogo
    Published 2016
    ... on the trade balance. The methodology used is the technique of Johansen s multivariate cointegration and vector...
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  16. 2836
  17. 2837
    by Silva, Kelly Cristina Ramos da
    Published 2016
    ... to September. It was used two classes of models: the Vector Autoregressive models (VAR) and Generalized...
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  18. 2838
    by Mwabutwa, Chance
    Published 2015
    ... mechanism framework based on the time varying parameter vector autoregressive (TVP-VAR) model...
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  19. 2839
    by Vega Herrera, Jorge Luis
    Published 2016
    ... VAR (del inglés Vector AutoRegressive). En esta tesis se realiza una revisión bibliográfica de las...
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  20. 2840
    ... will give through the technique of Vector Autoregressive and quantile regressions model, in both its...
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