Gotowe bibliografie tematyczne / Vector autoregression

Spis treści

  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Części książek
  5. Streszczenia konferencji
  6. Raporty organizacyjne

Gotowa bibliografia na temat „Vector autoregression”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 25 lipca 2025

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Vector autoregression”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Artykuły w czasopismach na temat "Vector autoregression"

1

Dufour, Jean-Marie. "Unbiasedness of Predictions from Etimated Vector Autoregressions." Econometric Theory 1, no. 3 (1985): 387–402. http://dx.doi.org/10.1017/s0266466600011270.

Pełny tekst źródła
Streszczenie:
Forecasts from a univariate autoregressive model estimated by OLS are unbiased, irrespective of whether the model fitted has the correct order; this property only requires symmetry of the distribution of the innovations. In this paper, this result is generalized to vector autoregressions and a wide class of multivariate stochastic processes (which include Gaussian stationary multivariate stochastic processes) is described for which unbiasedness of predictions holds: specifically, if a vector autoregression of arbitrary finite order is fitted to a sample from any process in this class, the fitt
Style APA, Harvard, Vancouver, ISO itp.
2

Zhu, Xuening, Rui Pan, Guodong Li, Yuewen Liu, and Hansheng Wang. "Network vector autoregression." Annals of Statistics 45, no. 3 (2017): 1096–123. http://dx.doi.org/10.1214/16-aos1476.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

Lanne, Markku, and Pentti Saikkonen. "NONCAUSAL VECTOR AUTOREGRESSION." Econometric Theory 29, no. 3 (2012): 447–81. http://dx.doi.org/10.1017/s0266466612000448.

Pełny tekst źródła
Streszczenie:
In this paper, we propose a new noncausal vector autoregressive (VAR) model for non-Gaussian time series. The assumption of non-Gaussianity is needed for reasons of identifiability. Assuming that the error distribution belongs to a fairly general class of elliptical distributions, we develop an asymptotic theory of maximum likelihood estimation and statistical inference. We argue that allowing for noncausality is of particular importance in economic applications that currently use only conventional causal VAR models. Indeed, if noncausality is incorrectly ignored, the use of a causal VAR model
Style APA, Harvard, Vancouver, ISO itp.
4

Härdle, W., A. Tsybakov, and L. Yang. "Nonparametric vector autoregression." Journal of Statistical Planning and Inference 68, no. 2 (1998): 221–45. http://dx.doi.org/10.1016/s0378-3758(97)00143-2.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
5

Shapor, Maria Alexandrovna, and Rafael Rubenovich Gevogyan. "Features of the vector autoregression models application in macroeconomic research." Mezhdunarodnaja jekonomika (The World Economics), no. 8 (August 10, 2021): 634–49. http://dx.doi.org/10.33920/vne-04-2108-05.

Pełny tekst źródła
Streszczenie:
In this paper, we analyzed articles by foreign authors that use various vector autoregression models to calculate the impact of qualitative indicators on the economic processes of countries or a group of countries. In particular, the article analyzed the classical model of vector autoregression (VAR), panel model of autoregressive (PVAR), Bayesian model of autoregressive (BVAR), structural model of autoregressive (SVAR), and the global model of autoregressive (GVAR). Among the works using vector autoregressive models, the main emphasis is on financial indicators. Moreover, articles with non-tr
Style APA, Harvard, Vancouver, ISO itp.
6

Makletsov, Sergey V., and Nadezda A. Opokina. "The use of structural vector autoregression to assess the mutual impact of consumption and average wage levels." Journal Of Applied Informatics 20, no. 1 (2025): 5–15. https://doi.org/10.37791/2687-0649-2025-20-1-5-15.

Pełny tekst źródła
Streszczenie:
At present, it is an urgent task to describe macroeconomic phenomena through the construction of qualitative mathematical models. In the current economic landscape, the interaction among economic factors is of significant importance. Therefore, it is necessary to understand the relationships between key indicators that significantly contribute to economic growth. In particular, the interactions between these indicators can be investigated using vector autoregressive models, in which they are treated as endogenous variables. The strength of the relationship between variables can be determined t
Style APA, Harvard, Vancouver, ISO itp.
7

Feifei, Wang, Zhu Xuening, and Pan Rui. "Generalized network vector autoregression." SCIENTIA SINICA Mathematica 51, no. 8 (2020): 1253. http://dx.doi.org/10.1360/scm-2018-0839.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
8

Kalliovirta, Leena, Mika Meitz, and Pentti Saikkonen. "Gaussian mixture vector autoregression." Journal of Econometrics 192, no. 2 (2016): 485–98. http://dx.doi.org/10.1016/j.jeconom.2016.02.012.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
9

Lanne, Markku, and Jani Luoto. "Noncausal Bayesian Vector Autoregression." Journal of Applied Econometrics 31, no. 7 (2016): 1392–406. http://dx.doi.org/10.1002/jae.2497.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
10

Tovstik, T. M. "Vector autoregression process. Stationarity and simulation." Journal of Physics: Conference Series 2099, no. 1 (2021): 012068. http://dx.doi.org/10.1088/1742-6596/2099/1/012068.

Pełny tekst źródła
Streszczenie:
Abstract For vector discrete-parameter random autoregressive processes and for a mixed autoregression/moving-average model, we obtain conditions which should be satisfied by the correlation functions or the model coefficients in order that the process be weakly stationary. Fairly simple tests are used. Algorithms for modeling such vector stationary processes are given. Examples are presented clarifying testing criteria for stationarity of models defned in terms of the coefficients or the correlation functions of the process.
Style APA, Harvard, Vancouver, ISO itp.
Więcej źródeł

Rozprawy doktorskie na temat "Vector autoregression"

1

Dutta, Bordoloi Suwodi. "Interdependence of US Industry Sectors Using Vector Autoregression." Digital WPI, 2009. https://digitalcommons.wpi.edu/etd-theses/1073.

Pełny tekst źródła
Streszczenie:
"In this study, we explore the interdependence among different US industries by examining their correlations of the stock portfolios. Furthermore, we focus on the dynamics of their interdependent relations during peaceful and volatile periods; as such relations may change due to different sensitivities of each industry to the macroeconomic conditions. More specifically, we apply Vector Autoregression (VAR) methodology on the US industry portfolios and we use variance decomposition and generalized impulse response functions to identify the strength of the impact of each industry on the others.
Style APA, Harvard, Vancouver, ISO itp.
2

Brännström, Tomas. "Bias approximation and reduction in vector autoregressive models /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1995. http://www.hhs.se/efi/summary/405.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

Jeon, Kyung-Seong. "An examination of stock market properties : vector autoregression approach /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841304.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
4

Unosson, Måns. "A Mixed Frequency Steady-State Bayesian Vector Autoregression: Forecasting the Macroeconomy." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297406.

Pełny tekst źródła
Streszczenie:
This thesis suggests a Bayesian vector autoregressive (VAR) model which allows for explicit parametrization of the unconditional mean for data measured at different frequencies, without the need to aggregate data to the lowest common frequency. Using a normal prior for the steady-state and a normal-inverse Wishart prior for the dynamics and error covariance, a Gibbs sampler is proposed to sample the posterior distribution. A forecast study is performed using monthly and quarterly data for the US macroeconomy between 1964 and 2008. The proposed model is compared to a steady-state Bayesian VAR m
Style APA, Harvard, Vancouver, ISO itp.
5

Zhang, Wei. "A sensitivity study on identification schemes of the structural vector autoregression /." free to MU campus, to others for purchase, 2001. http://wwwlib.umi.com/cr/mo/fullcit?p3025669.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
6

Petrov, Krassimir M. "Forecasting the dairy price complex : an application of Bayesian Vector autoregression modelling /." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488193272066522.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
7

Brännström, Tomas. "Bias approximation and reduction in vector autoregressive models." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1995. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-878.

Pełny tekst źródła
Streszczenie:
In the last few decades, vector autoregressive (VAR) models have gained tremendous popularity as an all-purpose tool in econometrics and other disciplines. Some of their most prominent uses are for forecasting, causality tests, tests of economic theories, hypothesis-seeking, data characterisation, innovation accounting, policy analysis, and cointegration analysis. Their popularity appears to be attributable to their flexibility relative to other models rather than to their virtues per se. In addition, analysts often use VAR models as benchmark models. VAR modeling has not gone uncriticised, th
Style APA, Harvard, Vancouver, ISO itp.
8

Jordanov, Jordan V. "The size anomaly in the London Stock Exchange : an empirical investigation." Thesis, Loughborough University, 1998. https://dspace.lboro.ac.uk/2134/7067.

Pełny tekst źródła
Streszczenie:
This study tests the size effect in the London Stock Exchange, using data for all nonfinancial listed firms from January 1985 to December 1995. The initial tests indicate that average stock returns are negatively related to firm size and that small firm portfolios earn returns in excess of the market risk. Further, the study tests whether the size effect is a proxy for variables such as the Book-to- Market Value and the Borrowing Ratio, as well as the impact of the dividend and the Bid- Ask spread on the return of the extreme size portfolios. The originality of this study is in the application
Style APA, Harvard, Vancouver, ISO itp.
9

White, Alexander B. "Pre- and post-retirement asset allocation: a simulation of retirement investment strategies for agricultural producers." Diss., Virginia Tech, 1995. http://hdl.handle.net/10919/38097.

Pełny tekst źródła
Streszczenie:
This research simulates pre-retirement investment scenarios for agricultural producers. Thirty-two investment scenarios are examined, with each scenario differing with respect to retirement vehicle, investment strategy of the producer, and the use of a cash margin for reinvestment in the operation versus prepaying term debt (cash preference). The retirement vehicles included in this study are Individual Retirement Accounts (IRAs), Simplified Employee Pension Plans (SEPs), and 401(k) plans. Investment strategies reflect the producer's preference for investing in conservative, balanced, or aggre
Style APA, Harvard, Vancouver, ISO itp.
10

Brüggemann, Ralf. "Model reduction methods for vector autoregressive processes /." Berlin [u.a.] : Springer, 2004. http://www.loc.gov/catdir/enhancements/fy0818/2003067373-d.html.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
Więcej źródeł

Książki na temat "Vector autoregression"

1

Holden, K. Vector autoregression modelling and forecasting. Liverpool Business School, 1994.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
2

1943-, Holden K., ed. Vector autoregression modelling and forecasting. John Wiley, 1995.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

Kadiyala, K. R. Forecasting with Bayesian vector autoregressions. Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1989.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
4

Ramaswamy, Ramana. Japan's stagnant nineties: A vector autoregression retrospective. International Monetary Fund, Asia and Pacific Department, 1999.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
5

universitet, Uppsala, ed. Essays on vector autoregressions with cointegrating restrictions. Uppsala University, 1992.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
6

Johansen, Søren. Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press, 1995.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
7

Crone, Theodore M. Vector-autoregression forecast models for the third district states. Federal Reserve Bank of Philadelphia, Economic Research Division, 1992.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
8

Ghatak, Anita. Vector autoregression modelling and forecasting growth of South Korea. De Montfort University, School of Social Sciences, 1997.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
9

Wright, Jonathan H. Exact confidence intervals for impulse responses in a gaussian vector autoregression. Federal Reserve Board, 2000.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
10

Elitzak, Howard. Quarterly forecasting of meat retail prices: A vector autoregression approach. U.S. Dept of Agriculture, Economic Research Service, Commodity Economics Division, 1989.

Znajdź pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
Więcej źródeł

Części książek na temat "Vector autoregression"

1

Gates, Kathleen M., Sy-Miin Chow, and Peter C. M. Molenaar. "Vector Autoregression (VAR)." In Intensive Longitudinal Analysis of Human Processes. Chapman and Hall/CRC, 2023. http://dx.doi.org/10.1201/9780429172649-4.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
2

Aljandali, Abdulkader, and Motasam Tatahi. "Vector Autoregression (VAR) Model." In Economic and Financial Modelling with EViews. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92985-9_10.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

McElroy, Tucker, and David Findley. "Fitting Constrained Vector Autoregression Models." In Empirical Economic and Financial Research. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03122-4_28.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
4

Ooms, Marius. "Data Analysis by Vector Autoregression." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/978-3-642-48792-7_3.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
5

Das, Panchanan. "Cointegration, Error Correction and Vector Autoregression." In Econometrics in Theory and Practice. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-32-9019-8_12.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
6

McMillan, Susan M. "The Question of Causality: Vector Autoregression Analysis." In Foreign Direct Investment in Three Regions of the South at the End of the Twentieth Century. Palgrave Macmillan UK, 1999. http://dx.doi.org/10.1007/978-1-349-27218-1_5.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
7

Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples. CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.

Pełny tekst źródła
Streszczenie:
Abstract A novel econometric approach is developed in this chapter, namely, the Global Vector Autoregressive (GVAR) model. It provides a comprehensive framework for analyzing the country-level impacts of various domestic, foreign, and/or global shocks on softwood lumber trade. The GVAR approach is applied to Canada-U.S. trade in softwood lumber and used to analyze the effect of external shocks on Canadian lumber prices. Findings indicate that Canada's export prices are positively correlated to U.S. housing starts and real GDP. Further, using impulse response functions, it is used to examine th
Style APA, Harvard, Vancouver, ISO itp.
8

Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples. CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.

Pełny tekst źródła
Streszczenie:
Abstract A novel econometric approach is developed in this chapter, namely, the Global Vector Autoregressive (GVAR) model. It provides a comprehensive framework for analyzing the country-level impacts of various domestic, foreign, and/or global shocks on softwood lumber trade. The GVAR approach is applied to Canada-U.S. trade in softwood lumber and used to analyze the effect of external shocks on Canadian lumber prices. Findings indicate that Canada's export prices are positively correlated to U.S. housing starts and real GDP. Further, using impulse response functions, it is used to examine th
Style APA, Harvard, Vancouver, ISO itp.
9

Hochreiter, Ronald, and Gerald Krottendorfer. "Robust Estimation of Vector Autoregression (VAR) Models Using Genetic Algorithms." In Applications of Evolutionary Computation. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-37192-9_23.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
10

Kharin, Yuriy. "Optimality and Robustness of Vector Autoregression Forecasting Under Missing Values." In Robustness in Statistical Forecasting. Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00840-0_8.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.

Streszczenia konferencji na temat "Vector autoregression"

1

Fang, Gang, and Yiqi Liu. "An Online Strategy for Nonlinear Vector Autoregression." In 2024 7th International Conference on Robotics, Control and Automation Engineering (RCAE). IEEE, 2024. https://doi.org/10.1109/rcae62637.2024.10834233.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
2

Karkazan, Kalthoum, Haluk Topcuoglu, and Shaaban Sahmoud. "A Vector Autoregression-Based Algorithm for Dynamic Many-Objective Optimization Problems." In 16th International Conference on Evolutionary Computation Theory and Applications. SCITEPRESS - Science and Technology Publications, 2024. http://dx.doi.org/10.5220/0013009200003837.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

Barapatre, Sarvesh, Omkar Gangurde, Rohit Bibwe, and Shweta Tiwaskar. "Digital Sensor Forecasting for Metro Air Units: A Vector Autoregression Approach." In 2024 IEEE International Conference on Information Technology, Electronics and Intelligent Communication Systems (ICITEICS). IEEE, 2024. http://dx.doi.org/10.1109/iciteics61368.2024.10625539.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
4

Zhou, Lin, Shengyong Yao, Shuning Li, and Fei Xue. "Short term OD prediction of urban rail transit based on vector autoregression." In Fourth International Conference on Intelligent Traffic Systems and Smart City (ITSSC 2024), edited by Hao Chen and Wei Shangguan. SPIE, 2025. https://doi.org/10.1117/12.3050919.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
5

Gupta, Pooja. "Overconfidence Bias And Trading Volume From Indian Stock Market By Vector Autoregression Testing." In 2024 International Conference on Electrical Electronics and Computing Technologies (ICEECT). IEEE, 2024. http://dx.doi.org/10.1109/iceect61758.2024.10738910.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
6

Wu, Honghao, Miao Yu, Jianqun Sun, Jinyang Han, Jiaxin Yan, and Runxin Zeng. "Coordinated Analysis of “Power Quality-economic cost” Based on A Vector Autoregression and Coupling Coordination Degree Method." In 2024 6th International Conference on Power and Energy Technology (ICPET). IEEE, 2024. https://doi.org/10.1109/icpet62369.2024.10940790.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
7

Kshirsagar, Ishaan, Julian Simon, Nicolò Schätz, David Fraga Gonzalez, and Conor Ryan. "A Vector Autoregression Model for Depicting the Relation Between Labour Market Economic Indicators and Real Wages in the United States Manufacturing Sector." In 17th International Conference on Agents and Artificial Intelligence. SCITEPRESS - Science and Technology Publications, 2025. https://doi.org/10.5220/0013123000003890.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
8

Butler, Kurt, Marija Iloska, and Petar M. Djurić. "On Counterfactual Interventions in Vector Autoregressive Models." In 2024 32nd European Signal Processing Conference (EUSIPCO). IEEE, 2024. http://dx.doi.org/10.23919/eusipco63174.2024.10715108.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
9

Haboub, Amine, Hamza Baali, and Abdesselam Bouzerdoum. "Multichannel Signal Classification Using Vector Autoregression." In ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2020. http://dx.doi.org/10.1109/icassp40776.2020.9054144.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
10

C.J., Harivigneshwar, Dharmavenkatesan K.B., Ajith R., and Jeyanthi R. "Modeling of Multivariate Systems using Vector Autoregression(VAR)." In 2019 Innovations in Power and Advanced Computing Technologies (i-PACT). IEEE, 2019. http://dx.doi.org/10.1109/i-pact44901.2019.8960145.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.

Raporty organizacyjne na temat "Vector autoregression"

1

Baluga, Anthony, and Masato Nakane. Maldives Macroeconomic Forecasting:. Asian Development Bank, 2020. http://dx.doi.org/10.22617/wps200431-2.

Pełny tekst źródła
Streszczenie:
This study aims to build an efficient small-scale macroeconomic forecasting tool for Maldives. Due to significant limitations in data availability, empirical economic modeling for the country can be problematic. To address data constraints and circumvent the “curse of dimensionality,” Bayesian vector autoregression estimations are utilized comprising of component-disaggregated domestic sectoral production, price, and tourism variables. Results demonstrate how this methodology is appropriate for economic modeling in Maldives. With the appropriate level of shrinkage, Bayesian vector autoregressi
Style APA, Harvard, Vancouver, ISO itp.
2

Ang, Andrew, and Monika Piazzesi. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8363.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
3

du Rand, Gideon, Hylton Hollander, and Dawie van Lill. Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach. UNU-WIDER, 2023. http://dx.doi.org/10.35188/unu-wider/2023/414-4.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
4

Zhang, Zhen. Longitudinal SEM in Mplus: Latent Growth and Cross-Lagged Models. Instats Inc., 2022. http://dx.doi.org/10.61700/shmr7uf60jtgi469.

Pełny tekst źródła
Streszczenie:
This seminar introduces longitudinal panel data models in Mplus using SEM, including latent growth models (i.e., latent curve or latent trajectory models) and cross-lagged panel models (i.e., panel vector autoregression) with random and fixed effects, including the random intercept cross-lagged panel model (RI-CLPM) to assess time-varying and stable relationships. Short-run and long-run effects will be covered and methods for assessing them provided. An official Instats certificate of completion is provided at the conclusion of the seminar.
Style APA, Harvard, Vancouver, ISO itp.
5

Read, Matthew. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Reserve Bank of Australia, 2023. http://dx.doi.org/10.47688/rdp2022-09.

Pełny tekst źródła
Streszczenie:
Existing estimates of the macroeconomic effects of Australian monetary policy tend to be based on strong, potentially contentious, assumptions. I estimate these effects under weaker assumptions. Specifically, I estimate a structural vector autoregression identified using a variety of sign restrictions, including restrictions on impulse responses to a monetary policy shock, the monetary policy reaction function, and the relationship between the monetary policy shock and a proxy for this shock. I use an approach to Bayesian inference that accounts for the problem of posterior sensitivity to the
Style APA, Harvard, Vancouver, ISO itp.
6

Zyphur, Michael. Longitudinal SEM in Mplus: Latent Growth and Cross-Lagged Panel Models. Instats Inc., 2022. http://dx.doi.org/10.61700/zvz8cn20pod2l469.

Pełny tekst źródła
Streszczenie:
This seminar introduces longitudinal panel data models in Mplus using SEM, including latent growth models (i.e., latent curve or latent trajectory models) and cross-lagged panel models (i.e., panel vector autoregression) with random and fixed effects, including the random intercept cross-lagged panel model (RI-CLPM) to assess time-varying and stable relationships. Short-run and long-run effects will be covered and methods for assessing them provided. An official Instats certificate of completion is provided at the conclusion of the seminar. For European PhD students, the seminar offers 2 ECTS
Style APA, Harvard, Vancouver, ISO itp.
7

Zhang, Zhen. Longitudinal SEM in Mplus: Latent Growth and Cross-Lagged Panel Models. Instats Inc., 2022. http://dx.doi.org/10.61700/k7ip0jnkhqk0z469.

Pełny tekst źródła
Streszczenie:
This seminar introduces longitudinal panel data models in Mplus using SEM, including latent growth models (i.e., latent curve or latent trajectory models) and cross-lagged panel models (i.e., panel vector autoregression) with random and fixed effects, including the random intercept cross-lagged panel model (RI-CLPM) to assess time-varying and stable relationships. Short-run and long-run effects will be covered and methods for assessing them provided. An official Instats certificate of completion is provided at the conclusion of the seminar. For European PhD students, the seminar offers 2 ECTS
Style APA, Harvard, Vancouver, ISO itp.
8

Zyphur, Michael. Longitudinal SEM in R: Latent Growth and Cross-Lagged Panel Models. Instats Inc., 2022. http://dx.doi.org/10.61700/0cgexcmkbt2w4469.

Pełny tekst źródła
Streszczenie:
This seminar introduces longitudinal panel data models in Lavaan using SEM, including latent growth models (i.e., latent curve or latent trajectory models) and cross-lagged panel models (i.e., panel vector autoregression) with random and fixed effects, including the random intercept cross-lagged panel model (RI-CLPM) to assess time-varying and stable relationships. Short-run and long-run effects will be covered and methods for assessing them provided. An official Instats certificate of completion is provided at the conclusion of the seminar. For European PhD students, the seminar offers 2 ECTS
Style APA, Harvard, Vancouver, ISO itp.
9

Zhang, Zhen. Longitudinal SEM in Mplus (Free with Course Purchase). Instats Inc., 2023. http://dx.doi.org/10.61700/qbnb0rzkq0afl469.

Pełny tekst źródła
Streszczenie:
This seminar introduces longitudinal panel data models in Mplus using SEM, including latent growth models (i.e., latent curve or latent trajectory models) and cross-lagged panel models (i.e., panel vector autoregression) with random and fixed effects, including the random intercept cross-lagged panel model (RI-CLPM) to assess time-varying and stable relationships. Short-run and long-run effects will be covered and methods for assessing them provided. An official Instats certificate of completion is provided at the conclusion of the seminar. For European PhD students, the seminar offers 2 ECTS
Style APA, Harvard, Vancouver, ISO itp.
10

Moran, Kevin, Dalibor Stevanovic, and Adam Abdel Kader Touré. Pessimism could plunge us into a recession. CIRANO, 2024. http://dx.doi.org/10.54932/zbcm3806.

Pełny tekst źródła
Streszczenie:
For over a year, various studies have been reporting that Canadian businesses and consumers are fairly pessimistic about the economy. Evaluating the extent to which this wave of pessimism could cause an economic slowdown presents a methodological challenge, one the authors tackled in a recent CIRANO study. Drawing upon Vector Autoregression (VAR) methodology as well as Canadian and American historical data, the authors suggest that correlations between confidence and economic activity do indeed include a causal component. As a result, the recent declines observed in confidence indices could le
Style APA, Harvard, Vancouver, ISO itp.
Możesz być także zainteresowany rozszerzonymi bibliografiami na temat „Vector autoregression” dla poszczególnych typów źródeł:
Artykuły w czasopismach Rozprawy doktorskie Książki
Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!

Do bibliografii