Other Time Series Analysis
39 topics • Page 1 of 2 • 1, 2
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- modified R/S Statistic
by ba79B » Fri Aug 07, 2009 12:20 pm - 6 Replies
- 542 Views
- Last post by TomDoan
Mon Aug 23, 2010 11:54 am
- modified R/S Statistic
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- Bootstrapping ARMA Model
by TomDoan » Tue Jul 06, 2010 10:36 am
- 10 Replies
- 195 Views
- Last post by TomDoan
Tue Jul 27, 2010 4:34 pm
- Bootstrapping ARMA Model
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- VAR with time-varying parameters and stochastic volatility
by tclark » Mon Jul 26, 2010 9:07 pm
- 3 Replies
- 79 Views
- Last post by ac_1
Tue Jul 27, 2010 2:17 pm
- VAR with time-varying parameters and stochastic volatility
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- Confidence interval of Spectrum
by ivory4 » Wed Jun 16, 2010 10:19 am
- 11 Replies
- 144 Views
- Last post by TomDoan
Tue Jul 06, 2010 10:38 am
- Confidence interval of Spectrum
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- BoxJenk Instruction
1, 2by ivory4 » Mon Jun 14, 2010 6:08 am - 17 Replies
- 170 Views
- Last post by ivory4
Fri Jun 25, 2010 2:04 pm
- BoxJenk Instruction
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- varmadlm.src
by T_FIELD » Tue May 18, 2010 2:33 am - 7 Replies
- 195 Views
- Last post by TomDoan
Wed May 26, 2010 12:18 pm
- varmadlm.src
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- Conditional Jump Model
by gorgorm » Wed May 12, 2010 12:14 pm - 2 Replies
- 138 Views
- Last post by gorgorm
Thu May 13, 2010 12:22 pm
- Conditional Jump Model
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- Jacquier, Polson, Rossi (1994)
by TomDoan » Fri Mar 05, 2010 4:08 pm
- 0 Replies
- 215 Views
- Last post by TomDoan
Mon Apr 12, 2010 10:49 am
- Jacquier, Polson, Rossi (1994)
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- Time Varying Parameter Example
by TomDoan » Wed Mar 10, 2010 1:23 pm
- 2 Replies
- 396 Views
- Last post by TomDoan
Tue Apr 06, 2010 3:47 pm
- Time Varying Parameter Example
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- Neural Network Dynamic Forecast
by TomDoan » Thu Mar 25, 2010 10:28 am
- 0 Replies
- 204 Views
- Last post by TomDoan
Thu Mar 25, 2010 10:28 am
- Neural Network Dynamic Forecast
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- Time Varying Parameter model (was "About DLM Instruction")
1, 2 by ivory4 » Mon Aug 24, 2009 9:52 pm
- 18 Replies
- 1426 Views
- Last post by ivory4
Tue Mar 09, 2010 7:01 am
- Time Varying Parameter model (was "About DLM Instruction")
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- IRF from the VARMA model
by luxu1983 » Mon Mar 01, 2010 10:57 am - 3 Replies
- 238 Views
- Last post by TomDoan
Wed Mar 03, 2010 2:19 pm
- IRF from the VARMA model
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- Hodrick(1992) Standard Errors
by TomDoan » Thu Feb 18, 2010 11:17 am
- 0 Replies
- 287 Views
- Last post by TomDoan
Thu Feb 18, 2010 11:17 am
- Hodrick(1992) Standard Errors
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- Band-pass filter of King-Baxter type or Christiano?
by ivory4 » Tue Feb 16, 2010 10:55 pm - 1 Replies
- 203 Views
- Last post by TomDoan
Wed Feb 17, 2010 9:38 am
- Band-pass filter of King-Baxter type or Christiano?
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- fractional cointegration
by luxu1983 » Thu Nov 05, 2009 11:12 am - 1 Replies
- 321 Views
- Last post by ckhd
Thu Jan 21, 2010 8:35 am
- fractional cointegration
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- GMM non-nested tests.
by pete » Fri Dec 04, 2009 4:11 am - 2 Replies
- 310 Views
- Last post by pete
Thu Dec 17, 2009 10:51 am
- GMM non-nested tests.
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- ARDL Bounds Test
by JM74 » Thu Dec 10, 2009 10:32 pm - 0 Replies
- 395 Views
- Last post by JM74
Thu Dec 10, 2009 10:32 pm
- ARDL Bounds Test
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- How to perform rolling regressions in RATS
by alvarezcc » Wed Mar 25, 2009 4:28 pm - 14 Replies
- 1814 Views
- Last post by shruti
Fri Nov 13, 2009 4:54 am
- How to perform rolling regressions in RATS
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- CCF and Q-stats
by MST » Tue Jun 30, 2009 1:29 pm - 6 Replies
- 447 Views
- Last post by TomDoan
Fri Oct 23, 2009 9:57 am
- CCF and Q-stats
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- Record the results from a series of rolling regression
by ivory4 » Mon Aug 24, 2009 2:04 pm - 2 Replies
- 353 Views
- Last post by ivory4
Thu Oct 01, 2009 10:22 pm
- Record the results from a series of rolling regression
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- URADF with GETS-procedure
by Anna » Fri Sep 18, 2009 8:39 pm - 1 Replies
- 209 Views
- Last post by TomDoan
Sat Sep 19, 2009 9:10 am
- URADF with GETS-procedure
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- URADF vs. ADFAUTOSELECT
by raphael » Sun Sep 06, 2009 8:44 am - 10 Replies
- 786 Views
- Last post by TomDoan
Wed Sep 16, 2009 6:01 pm
- URADF vs. ADFAUTOSELECT
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- About tvarset.src
by ivory4 » Tue Sep 01, 2009 2:53 am - 0 Replies
- 259 Views
- Last post by ivory4
Tue Sep 01, 2009 2:53 am
- About tvarset.src
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- ECM for FMOLS and DOLS
by Nadiarock1 » Fri Aug 28, 2009 10:58 am - 1 Replies
- 584 Views
- Last post by TomDoan
Fri Aug 28, 2009 11:40 am
- ECM for FMOLS and DOLS
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