Other Time Series Analysis
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- FM-OLS
by Nadiarock1 » Thu Aug 20, 2009 2:40 pm - 1 Replies
- 341 Views
- Last post by TomDoan
Fri Aug 21, 2009 10:43 am
- FM-OLS
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- Phillips-Perron - @PPUNIT
by ba79B » Fri Jun 19, 2009 11:16 am - 9 Replies
- 1119 Views
- Last post by TomDoan
Tue Aug 11, 2009 10:32 am
- Phillips-Perron - @PPUNIT
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- Testing cointegration with two unknown regime shifts
by IVY2009 » Mon Jul 13, 2009 8:24 am - 0 Replies
- 356 Views
- Last post by IVY2009
Mon Jul 13, 2009 8:24 am
- Testing cointegration with two unknown regime shifts
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- State space model with seasonal components
1, 2by Jennylai » Mon Jul 06, 2009 4:06 am - 15 Replies
- 1450 Views
- Last post by Jennylai
Mon Jul 13, 2009 3:02 am
- State space model with seasonal components
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- ADF Z Test & Phillips Perron
by ba79B » Wed Jun 17, 2009 10:02 am - 2 Replies
- 502 Views
- Last post by ba79B
Fri Jun 19, 2009 9:52 am
- ADF Z Test & Phillips Perron
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- Time varying coefficient models with kalman filter
by Aktar » Tue May 26, 2009 10:23 am - 8 Replies
- 930 Views
- Last post by TomDoan
Mon Jun 01, 2009 1:06 pm
- Time varying coefficient models with kalman filter
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- Hanan-Queen Inf. Criterion
by alvarezcc » Mon Apr 27, 2009 10:52 pm
- 4 Replies
- 485 Views
- Last post by TomDoan
Thu Apr 30, 2009 8:54 am
- Hanan-Queen Inf. Criterion
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- bivariate common cycle test a la Engle-Kozicki(1993)
by rylsnat » Thu May 31, 2007 3:49 pm - 2 Replies
- 2672 Views
- Last post by nightwalk
Thu Nov 13, 2008 7:22 am
- bivariate common cycle test a la Engle-Kozicki(1993)
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- test for break point in panel data
by prakash » Tue Sep 16, 2008 12:41 am - 0 Replies
- 443 Views
- Last post by prakash
Tue Sep 16, 2008 12:41 am
- test for break point in panel data
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- Nonlinear causality
by selindevrim » Wed May 14, 2008 9:36 am - 0 Replies
- 963 Views
- Last post by selindevrim
Wed May 14, 2008 9:36 am
- Nonlinear causality
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- Decomposition of Theil U?
by DanielBachman » Wed Dec 12, 2007 12:17 pm - 2 Replies
- 1836 Views
- Last post by DanielBachman
Thu Dec 13, 2007 10:06 am
- Decomposition of Theil U?
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- MacKinnon Critcal Values
by pmig » Wed Jan 24, 2007 1:34 am - 0 Replies
- 1738 Views
- Last post by pmig
Wed Jan 24, 2007 1:34 am
- MacKinnon Critcal Values
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- Out-Of-Sample Forecasts
by Mark Joy » Tue Jan 16, 2007 6:54 am - 0 Replies
- 1967 Views
- Last post by Mark Joy
Tue Jan 16, 2007 6:54 am
- Out-Of-Sample Forecasts
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