Other Time Series Analysis
Questions and discussions on Time Series Analysis
79 topics • Page 1 of 4 • 1, 2, 3, 4
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 2371 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- Error correction model.
by Yangyang » Mon Apr 08, 2013 8:44 am - 8 Replies
- 176 Views
- Last post by TomDoan
Fri May 17, 2013 8:17 pm
- Error correction model.
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- ARDL model
by challenges » Mon May 13, 2013 5:48 am - 5 Replies
- 65 Views
- Last post by TomDoan
Tue May 14, 2013 12:32 pm
- ARDL model
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- how to specify bndecomp.src arma(p,q)
by hardmann » Wed Feb 01, 2012 10:45 am - 3 Replies
- 305 Views
- Last post by TomDoan
Sun May 05, 2013 8:46 am
- how to specify bndecomp.src arma(p,q)
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- VAR with time-varying parameters and stochastic volatility
1, 2
by tclark » Mon Jul 26, 2010 9:07 pm
- 21 Replies
- 4545 Views
- Last post by tclark
Thu May 02, 2013 12:57 pm
- VAR with time-varying parameters and stochastic volatility
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- causality granger test
by Nabtheberliner » Thu Apr 25, 2013 12:39 pm
- 3 Replies
- 58 Views
- Last post by TomDoan
Thu Apr 25, 2013 5:31 pm
- causality granger test
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- maximum likelihood estimators
1, 2 by Nabtheberliner » Fri Apr 05, 2013 12:56 pm
- 16 Replies
- 241 Views
- Last post by Nabtheberliner
Tue Apr 23, 2013 3:47 pm
- maximum likelihood estimators
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- seasonal cointegration
by whippoboy2012 » Mon Mar 18, 2013 4:49 pm - 0 Replies
- 97 Views
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Mon Mar 18, 2013 4:49 pm
- seasonal cointegration
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- Multiple Structural Breaks
by Imran7692 » Mon Mar 04, 2013 5:54 am
- 3 Replies
- 208 Views
- Last post by TomDoan
Tue Mar 05, 2013 4:54 pm
- Multiple Structural Breaks
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- Henrisksson and Merton (1981) Forecast Performance Test
by IRJ » Fri Feb 01, 2013 8:40 am - 0 Replies
- 150 Views
- Last post by IRJ
Fri Feb 01, 2013 8:40 am
- Henrisksson and Merton (1981) Forecast Performance Test
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- Cross-spectral coherence critical values
by dselover » Sun Jan 27, 2013 2:42 pm - 1 Replies
- 179 Views
- Last post by TomDoan
Mon Jan 28, 2013 11:29 am
- Cross-spectral coherence critical values
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- Reducing the effect of the autoreggressive term
by Ratskdup » Mon Dec 31, 2012 7:47 pm - 3 Replies
- 267 Views
- Last post by TomDoan
Sun Jan 20, 2013 10:03 pm
- Reducing the effect of the autoreggressive term
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- How dose UC model and BN model run with monthly data?
by Future » Sat Jan 19, 2013 9:02 am - 1 Replies
- 117 Views
- Last post by TomDoan
Sun Jan 20, 2013 9:11 pm
- How dose UC model and BN model run with monthly data?
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- One-side test
by kwangsooKo » Thu Jan 03, 2013 2:10 am - 1 Replies
- 184 Views
- Last post by TomDoan
Thu Jan 03, 2013 8:49 am
- One-side test
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- Another Time-Varying Parameters Example
by TomDoan » Sat Jan 22, 2011 4:17 pm
- 14 Replies
- 2990 Views
- Last post by TomDoan
Sat Dec 15, 2012 11:55 am
- Another Time-Varying Parameters Example
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- Neural Network Dynamic Forecast
by TomDoan » Thu Mar 25, 2010 10:28 am
- 2 Replies
- 1142 Views
- Last post by TomDoan
Tue Nov 20, 2012 11:43 pm
- Neural Network Dynamic Forecast
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- Kalman Filter with I(1) variables
by Gilbril » Tue Sep 04, 2012 4:23 pm - 4 Replies
- 474 Views
- Last post by Gilbril
Mon Oct 29, 2012 7:14 pm
- Kalman Filter with I(1) variables
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- Clark and Ravazzolo 2012-Focasting performance of AR models
by ivory4 » Wed Sep 26, 2012 10:06 am - 0 Replies
- 295 Views
- Last post by ivory4
Wed Sep 26, 2012 10:06 am
- Clark and Ravazzolo 2012-Focasting performance of AR models
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- Counterfactual/Simulation Analysis
by sofitel_a » Tue Sep 18, 2012 5:20 pm - 1 Replies
- 384 Views
- Last post by TomDoan
Tue Sep 18, 2012 6:10 pm
- Counterfactual/Simulation Analysis
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- Probit out-of-sample pseudo R2
by Franziska » Tue Sep 04, 2012 12:18 pm
- 5 Replies
- 503 Views
- Last post by TomDoan
Wed Sep 05, 2012 7:40 pm
- Probit out-of-sample pseudo R2
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- Monte Carlo Simulations: Size and Power of the tests
by sofitel_a » Tue Aug 21, 2012 10:36 am - 3 Replies
- 500 Views
- Last post by TomDoan
Wed Aug 22, 2012 10:49 am
- Monte Carlo Simulations: Size and Power of the tests
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- Regression of data whose DGP includes trend
by T_FIELD » Tue Jul 31, 2012 4:24 am - 8 Replies
- 841 Views
- Last post by T_FIELD
Wed Aug 08, 2012 10:21 am
- Regression of data whose DGP includes trend
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- UNIT ROOT TESTING ISSUES
by tomsmith » Wed Mar 23, 2011 10:20 am - 3 Replies
- 1818 Views
- Last post by TomDoan
Thu Aug 02, 2012 9:26 am
- UNIT ROOT TESTING ISSUES
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- URADF vs. ADFAUTOSELECT
1, 2by raphael » Sun Sep 06, 2009 8:44 am - 15 Replies
- 2801 Views
- Last post by T_FIELD
Mon Jul 23, 2012 12:37 am
- URADF vs. ADFAUTOSELECT
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