Resultats de la cerca

Time series forecasting using multi-layer perceptron networks and arch models with application to stock prices per Pasamonte, Joseph Norman D.

Time series for data science analysis and forecasting per Woodward, Wayne A., Sadler, Bivin P., Robertson, Stephen D.

A model for federal funds rate target per Hamilton, James D.

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables per Ang, Andrew

Detecting outliers and level shifts in time series using Tsay and Balke procedures per Elnas, Calixto Gonzaga

Spatial autoregressive poisson modelling of poverty count in the Philippines per Bañez, John Erwin S.

Bounded influence approaches to constrained mixed vector autoregressive models per Gamalo, Mark Amper

Full text access requires UP Webmail login

ARMA model identification per Choi, ByoungSeon

The cointegrated VAR model methodology and applications per Juselius, Katarina