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1.christoffersen, p. and diebold, f.x. (1998),"cointegration and long-horizon forecasting,"journal of business and economic statistics, 16, 450-458.cointegration…
junbing huang , yuee tang, and shuxing chen school of economics, southwestern university of finance and economics, chengdu 611130, china correspondence should be addressed
master thesis karolina jerofejevaite 3.2 realized garch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.2.2 log-likelihood . . . . . . . . . . . . .
intra-hour irradiance forecasting techniques for solar power integration: a reviewintra-hour irradiance forecasting techniques for solar power integration: a review yinghao
research article energy demand forecasting: combining cointegration analysis and artificial intelligence algorithm junbing huang , yuee tang, and shuxing chen school of economics,…
forecasting high frequency intra-day electricity demand using temperature james mcculloch∗ katja ignatieva† august 5 2017 abstract this paper introduces a generalised…
streamline-based method for intra-day solar forecasting through remote sensingstreamline-based method for intra-day solar forecasting through remote sensing lukas nonnenmacher,
political conflict∗ patrick t. brandt school of economic, political and policy science university of texas, dallas [email protected] john r. freeman department
forecasting key intra-year price and export patterns for soybeans and soybean products by jim l. matthews, roger hoskin, and bruce wendland suggested citation format: matthews,…
working paper series a vector error-correction forecasting model of the u.s. economy. richard g. anderson, dennis hoffman and robert h. rasche working paper 1998-008c http://research.stlouisfed.org/wp/1998/1998-008.pdf…
working paper series stlsus-vecm 61: a vector error-correction forecasting model of the us economy dennis l hoffman and robert h rasche working paper 1997-008a http:researchstlouisfedorgwp199797-008pdf…
vectorautoregressive- var models and cointegration analysis 1 time series analysis dr. sevtap kestel vector time series 2 vector time series 3 vectorautoregression vector…
chapter 11: regression with time series variables with several equations financial research often involves regression- type models with more than one equation this chapter…
instituto complutense de análisis económico advances in financial risk management andeconomic policy uncertainty: an overview shawkat hammoudeh lebow college…
8/22/2019 cointegration eg 1/13cointegrationprofessor dr. abdul qayyumaugust 2, 2013 time series analysis 18/22/2019 cointegration eg 2/13introduction it is first introduced…
8/8/2019 cointegration article 1/28journal ofeconometricselsevier journal of econometrics 70 (1996) 99- 126residual-based tests for cointegration in modelswith regime shiftsallan…
pairs trading, convergence trading, cointegration email:[email protected] daniel herlemont - yats finances & technologies - tel:+33 (0) 5 62 71 22 84 ”trying to model…
clive w.j. granger department of economics, 0508, university of california, san diego, 9500 gilman drive, la jolla, ca 92093-0508 ([email protected]) department of economics,
pairs trading, convergence trading, cointegration daniel herlemont email:[email protected] - yats finances & technologies - tel:+33 (0) 5 62 71 22 84 ”trying to model…
advanced information on the bank of sweden prize in economic sciences in memory of alfred nobel 8 october 2003 information department, p.o. box 50005, se-104 05 stockholm,…