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Non-Gaussian Autoregressive-Type Time Series
3 个回复 - 975 次查看 Non-Gaussian Autoregressive-Type Time Series Springer, 2021 Author: N. Balakrishna[/backcolor] Introduction: [/backcolor]This book brings together a variety of non-Gaussian autoregressive-typ ...2022-3-10 10:25 - ccpoo - 计量经济学与统计软件

基于R语言社会网络自回归因子模型Network Autoregressive Factor Models
1 个回复 - 554 次查看基于R语言社会网络自回归因子模型Network Autoregressive Factor Models Contents> Introduction and Motivation Network Autoregressive Factor Model MLE and Its Asymptotic Property EM Algorithm ...2022-2-20 07:40 - Kathy-202109 - 现金交易版

How to estimate a vector autoregression after March 2020
1 个回复 - 557 次查看【作者(必填)】Michele Lenza[/backcolor],Giorgio E. Primiceri[/backcolor] 【文题(必填)】How to estimate a vector autoregression after March 2020 【年份(必填)】2022 【全文链接或数据库名称(选填)】 ...2022-6-16 10:36 - xiaojun9756 - 文献求助专区

求助JSTOR文献+Testing against General Autoregressive and Moving Average
5 个回复 - 673 次查看【作者(必填)】Godfrey, L. G. 【文题(必填)】Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables 【年份(必填)】1978，Econom ...2022-5-29 07:42 - scottan123456 - 求助成功区

Quantile Correlations and Quantile Autoregressive Modeling
1 个回复 - 801 次查看【作者(必填)】 23 【文题(必填)】 Quantile Correlations and Quantile Autoregressive Modeling 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/01621459. ...2022-3-19 22:38 - internet.hzx - 求助成功区

Matrix Autoregressive Spatio-Temporal Models
1 个回复 - 631 次查看【作者(必填)】Nan-Jung Hsu，Hsin-Cheng Huang，Ruey S. Tsay 【文题(必填)】Matrix Autoregressive Spatio-Temporal Models 【年份(必填)】2021 【全文链接或数据库名称(选填)】2021-10-6 09:36 - 我来了 - 求助成功区

Structural Vector Autoregressive Analysis 高清英文版非扫描
8 个回复 - 3402 次查看 Structural Vector Autoregressive Analysis Lutz Kilian & Helmut L¨utkepohl 高清英文版非扫描 Objectives of the Book Since the seminal work of Sims (1980a), structural vector autoregressions h ...2018-1-17 18:31 - Dogesick丶 - 计量经济学与统计软件

AutoRM An effective approach for automatic Web data record mining
2 个回复 - 441 次查看【作者(必填)】 Shengsheng Shi Chengfei Liu Yi Shen Chunfeng Yuan Yihua Huang 【文题(必填)】 AutoRM An effective approach for automatic Web data record mining【年份(必填)】 2015 【全文链接 ...2021-8-19 18:38 - mayipai - 求助成功区

Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Retur
1 个回复 - 669 次查看【作者(必填)】 23 【文题(必填)】 Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Return Data 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.jstor.org/sta ...2021-6-13 10:30 - internet.hzx - 求助成功区

Modeling Tail Index With Autoregressive Conditional Pareto Model
1 个回复 - 663 次查看【作者(必填)】 23 【文题(必填)】 Modeling Tail Index With Autoregressive Conditional Pareto Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/ ...2021-6-2 18:20 - internet.hzx - 求助成功区

Random Coefficient Autoregressive Models: An Introduction
1 个回复 - 472 次查看【作者(必填)】Des F. NichollsBarry G. Quinn 【文题(必填)】Random Coefficient Autoregressive Models: An Introduction 【年份(必填)】 1982 【全文链接或数据库名称(选填)】http://hfbfg1291bd2b93a045 ...2021-5-31 08:48 - hildegardvon - 求助成功区

Ling+Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoreg
4 个回复 - 781 次查看【作者(必填)】Ling, S. and W.K. Li 【文题(必填)】Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoregressive Moving-Average Time Series with General Autoregressive Heterosked ...2021-5-16 21:53 - harlon1976 - 文献求助专区

KL Xu+Bootstrapping autoregression under non‐stationary volatilit
1 个回复 - 455 次查看【作者(必填)】KL Xu[/backcolor] 【文题(必填)】Bootstrapping autoregression under non‐stationary volatility 【年份(必填)】2008 【全文链接或数据库名称(选填)】2021-5-12 06:40 - harlon1976 - 求助成功区

数学建模：VaR风险模型+VAR模型(向量自回归模型（vector autoregressive model）
1 个回复 - 1405 次查看数学建模：VaR风险模型+VAR模型(向量自回归模型（vector autoregressive model） 1.VaR风险模型：Value at Risk 2.VAR模型：向量自回归模型（vector autoregressive model） 1.VaR风险模型：Value at Ris ...2020-4-26 14:36 - Lotus_ss - 现金交易版

求Adaptive order selection for autoregressive models
1 个回复 - 346 次查看【作者(必填)】Chun-Shu Chen,Yun-Huan Lee &Hung-Wei Hsu 【文题(必填)】Adaptive order selection for autoregressive models 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://www.tandfonlin ...2021-1-27 16:32 - wxh054 - 求助成功区

autoreg过程后退法结果如何自动取出
7 个回复 - 890 次查看 proc autoreg data=dd; model target=time/method=ml nlag=5 backstep; output out=a ; run; 以上程序，用backstep后退法筛出的变量怎么自动取出用到后面的程序里？比如只筛出1、3、4，想用程序定义一个宏变量自 ...2021-1-9 17:08 - xiayuguoguo - SAS专版

求助： Vector Autoregression Model
0 个回复 - 647 次查看各位高手好，小弟有个问题冒昧请教大家，望大家不吝赐教：我有个多元时间序列叫data1,有几十个时间序列变量，都是季度数据。我先定义时间序列，再做单位根检验，最后估计一个VAR（向量自回归）模型。最后一步想请教 ...2020-11-2 13:02 - luckyxsheng2 - R语言论坛

Xiaohui Liu+Asymptotic Theory and Unified Confidence Region for an Autoregressiv
2 个回复 - 749 次查看【作者(必填)] Xiaohui Liu,Liang Peng[/backcolor] 【文题(必填)】Asymptotic Theory and Unified Confidence Region for an Autoregressive Model 【年份(必填)】2019 【全文链接或数据库名称(选填)】2020-9-19 20:42 - harlon1976 - 求助成功区

【经管下午茶】--向量自回归模型（Vector autoregressive model）
0 个回复 - 2336 次查看向量自回归模型（Vector autoregressive model）向量自回归模型常被简写成VAR。是一种常用的计量经济模型，它的出现可以追溯到上个世纪80年代，由克里斯托弗·西姆斯（ChristopherSims）提出。他把VAR从一个单 ...2020-8-5 17:54 - 柳新~ - 爱问频道

proc autoreg 过程有个小问题UCL=U95 LCL=L95 Predicted=Forecast
1 个回复 - 6713 次查看 proc autoreg data=work.demanding; model demand = _square_ AO_OCT2005 AO_JUL2003 /nlag=6 backstep; output out=Autoreg_Demand UCL=U95 LCL=L95 Predicted=Forecast; run; 这个过程中UCL=U95 LCL=L9 ...2016-3-4 16:55 - 一线天56 - SAS专版

[下载]markov-switching vector autoregressions: modelling ,statistical inference, a
37 个回复 - 15051 次查看 2005-5-2 19:32 - oldman - 计量经济学与统计软件

An autoregressive model based on the generalized hyperbolic distribution
4 个回复 - 305 次查看【作者(必填)】 23 【文题(必填)】 An autoregressive model based on the generalized hyperbolic distribution 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/10 ...2020-4-12 02:57 - internet.hzx - 文献求助专区

LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
7 个回复 - 2180 次查看 LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS by Søren Johansen, Oxford University Press, 1995 求以上书籍一本，谢谢！2012-5-19 08:28 - harlon1976 - 求助成功区

GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS Authors
2 个回复 - 718 次查看【作者(必填)】 D Creal， SJ Koopman， A Lucas 【文题(必填)】 GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONSAuthors [*] 【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://xues ...2018-3-6 17:37 - internet.hzx - 求助成功区

求wiley文献一篇NON-NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIV
2 个回复 - 610 次查看【作者(必填)】Anselin 【文题(必填)】1986 【年份(必填)】NON-NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIVE MODELS: SOME MONTE CARLO RESULTS 【全文链接或数据库名称(选填)】http:/ ...2016-1-26 11:35 - mgymgy - 求助成功区

求文献Christopher A. Sims and Vector Autoregressions
3 个回复 - 1474 次查看 20币求文献Christopher A. Sims and Vector Autoregressions，作者Lawrence J. Christiano。求好心人帮帮忙。谢谢啦2013-11-6 13:03 - ly7634499 - 悬赏大厅

Chow test for Vector autoregression
3 个回复 - 2432 次查看 I want to know how to perform chow test (eg. chow forecast test) in the Vector autoregression (VAR) system. To perform this test for each individual equation or for the system as a whole? if the latte ...2010-8-3 11:53 - robertli - EViews专版

Inference Based on Structural Vector Autoregressions Identified With Sign and Ze
2 个回复 - 486 次查看【作者(必填)】 Jonas E. Arias[/backcolor] ; [/backcolor]Juan F. Rubio‐Ramírez[/backcolor]; [/backcolor] [/backcolor]Daniel F. Waggoner[/backcolor] [/backcolor] [/backcolor] 【 ...2019-7-23 23:26 - 1012124855 - 求助成功区

A Global Vector Autoregression Model for the Analysis of Wheat Export Prices
2 个回复 - 700 次查看【作者(必填)】 Luciano Gutierrez Francesco Piras Pier Paolo Roggero【文题(必填)】 A Global Vector Autoregression Model for the Analysis of WheatExport Prices【年份(必填)】 2015 【全文链接或数据库名 ...2017-8-22 15:19 - jackylee2010 - 求助成功区

Quantitative Macroeconomic Modeling with Structural Vector Autoregressions —An
2 个回复 - 1467 次查看如题，Eviews网上免费下载的做结构VAR的一个文件，感兴趣可以看看。2016-10-31 22:02 - statax - EViews专版

求sciencedirect文献一篇Statistical inference in vector autoregressions with poss
2 个回复 - 639 次查看【作者(必填)】 [*]Hiro Y. Toda, a, [*]Taku Yamamotob 【文题(必填)】Statistical inference in vector autoregressions with possibly integrated processes 【年份(必填)】1995 【全文链接或数据库 ...2016-3-3 13:35 - mgymgy - 求助成功区

Cavaliere+Bootstrapping noncausal autoregressions: with Applications to explosiv
4 个回复 - 523 次查看【作者(必填)】 Cavaliere 【文题(必填)】Bootstrapping noncausal autoregressions: with Applications to explosive bubble modeling 【年份(必填)】2018 【全文链接或数据库名称(选填)】2020-3-2 07:43 - harlon1976 - 文献求助专区

Bayesian Vector Autoregressions and its Applications in Macroeconomics
2 个回复 - 1285 次查看 2018-9-6 13:55 - 0903clili - 金融学（理论版）

Vector Autoregression (VAR)-Fiscal Policy Shock- Blanchard and Perotti (2002)QJE
1 个回复 - 1513 次查看 Vector Autoregression (VAR) Fiscal Policy Shock方向经典论文。2012-5-9 00:31 - vincent53nhl - 宏观经济学

A Nonlinear Vector Autoregression
2 个回复 - 769 次查看【作者(必填)】Charles L. Weise 【文题(必填)】The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach 【年份(必填)】Feb., 1999 【全文链接或数据库名称(选填)】 Journ ...2016-11-16 21:30 - jngod - 求助成功区

Independent Factor Autoregressive Conditional Density Model
1 个回复 - 380 次查看【作者(必填)】 23 【文题(必填)】 Independent Factor Autoregressive Conditional Density Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07474938 ...2020-1-9 23:56 - internet.hzx - 求助成功区

Michael +Estimation of panel vector autoregression in Stata
2 个回复 - 1037 次查看【作者(必填)】Michael R. M. Abrigo ,Inessa Love 【文题(必填)】Estimation of panel vector autoregression in Stata 【年份(必填)】2016 【全文链接或数据库名称(选填)】2016-11-17 20:02 - harlon1976 - 求助成功区

On the residual autocorrelation of the autoregressive conditional duration model
3 个回复 - 514 次查看【作者(必填)】W.K.Li[/backcolor] p[/backcolor]hilip L.H.Yu[/backcolor] 【文题(必填)】On the residual autocorrelation of the autoregressive conditional duration model 【年份(必填)】Volume 79, Issu ...2019-7-20 11:36 - Yuhanjlu - 求助成功区

Generalized Moment Tests for Autoregressive Conditional Duration Models
3 个回复 - 399 次查看【作者(必填)】Yi-Ting Chen, Chih-Sheng Hsieh 【文题(必填)】Generalized Moment Tests for Autoregressive Conditional Duration Models 【年份(必填)】Journal of Financial Econometrics, Volume 8, Issu ...2019-7-22 10:15 - Yuhanjlu - 求助成功区

Parameter change test for autoregressive conditional duration models
3 个回复 - 312 次查看【作者(必填)】Sangyeol Lee Haejune Oh 【文题(必填)】 Parameter change test for autoregressive conditional duration models 【年份(必填)】Annals of the Institute of Statistical Mathematics[/backcol ...2019-7-22 10:28 - Yuhanjlu - 求助成功区

Random coefficient first-order autoregressive models
1 个回复 - 402 次查看【作者(必填)】Lon-Mu Liu, George C. Tiao 【文题(必填)】Random coefficient first-order autoregressive models 【年份(必填)】Journal of Econometrics, 1980, Vol.13 (3), pp.305-325 【全文链接或数 ...2019-7-20 11:41 - Yuhanjlu - 求助成功区

Statistical Inference for a Random Coefficient Autoregressive Model
1 个回复 - 433 次查看【作者(必填)】P. M. Robinson 【文题(必填)】Statistical Inference for a Random Coefficient Autoregressive Model【年份(必填)】Scandinavian Journal of Statistics Vol. 5, No. 3 (1978), pp. 163-168 【 ...2019-7-20 11:38 - Yuhanjlu - 求助成功区

Switching generalized autoregressive score copula models with application to sys
1 个回复 - 586 次查看【作者(必填)】 23 【文题(必填)】 Switching generalized autoregressive score copula models with application to systemic risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wi ...2019-6-28 11:40 - internet.hzx - 求助成功区

Generalized autoregressive conditional heteroskedasticity
3 个回复 - 2251 次查看【作者(必填)】 [*]Tim Bollerslev 【文题(必填)】 Generalized autoregressive conditional heteroskedasticity【年份(必填)】 1986 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/a ...2015-12-7 21:30 - internet.hzx - 求助成功区

Linear double autoregression
3 个回复 - 520 次查看【作者(必填)】Zhu Qianqian Zheng Yao Li Guodong 【文题(必填)】Linear double autoregression 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article ...2019-2-26 15:18 - 韩信琢玉 - 求助成功区

Generalized autoregressive score models 的matlab程序
3 个回复 - 1894 次查看根据主程序可以很方便实现论文的结果。2016-2-19 21:14 - cbs00002 - MATLAB等数学软件专版

Spatial Autoregressive Models for Geographically Hierarchical Data Structures
1 个回复 - 741 次查看【作者(必填)】Guanpeng Dong[/backcolor] Richard Harris[/backcolor] 【文题(必填)】Spatial Autoregressive Models for Geographically Hierarchical Data Structures 【年份(必填)】2014 【全文链接 ...2018-12-23 17:50 - 三世相思2013 - 求助成功区

Changes of Variance in First-Order Autoregressive Time Series Models
1 个回复 - 484 次查看【作者(必填)】 Dean W. Wichern, Robert B. Miller and Der-Ann Hsu 【文题(必填)】 Changes of Variance in First-Order Autoregressive Time Series Models-With an Application【年份(必填)】 1976 【全文链 ...2018-12-15 01:20 - leosong - 求助成功区

Basket trading under cointegration with the logistic mixture autoregressive mode
3 个回复 - 569 次查看【作者(必填)】Xixin Cheng[/backcolor],Philip L.H. Yu[/backcolor] &W.K. Li[/backcolor] 【文题(必填)】Basket trading under cointegration with the logistic mixture autoregressive mode 【年份(必填)】 ...2018-12-8 21:44 - xiaozuwei - 求助成功区

Financial volatility modeling: The feedback asymmetric conditional autoregressiv
1 个回复 - 372 次查看【作者(必填)】Haibin Xie 【文题(必填)】Financial volatility modeling: The feedback asymmetric conditional autoregressive range model 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://onl ...2018-10-17 17:36 - hnhs100 - 求助成功区

Bayesian Subset Selection for Two-Threshold Variable Autoregressive Models
1 个回复 - 481 次查看【作者(必填)】Shuxia Ni, Qiang Xia, Jinshan Liu 【文题(必填)】Bayesian Subset Selection for Two-Threshold Variable Autoregressive Models 【年份(必填)】2018 【全文链接或数据库名称(选填)】DOI: ...2018-10-9 12:03 - 我来了 - 求助成功区

Structural Vector Autoregressive Analysis
9 个回复 - 2368 次查看 Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR appr ...2017-12-5 18:01 - nivastuli - 博弈论

Estimating vector autoregressions with panel data
5 个回复 - 1421 次查看【作者(必填)】D Holtz-Eakin, W Newey 【文题(必填)】Estimating vector autoregressions with panel data 【年份(必填)】1998 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/19131 ...2012-4-13 21:13 - dumeng201066 - 求助成功区

Unit Root Test in a Threshold Autoregression
1 个回复 - 642 次查看【作者(必填)】Seo,M. 【文题(必填)】Unit Root Test in a Threshold Autoregression:Asymptotic Theory and Residual-Based Block Bootstrap 【年份(必填)】2008 【全文链接或数据库名称(选填)】https://d ...2018-8-2 09:51 - hkswen - 求助成功区

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
2 个回复 - 514 次查看【作者(必填)】K. S. Chan H. Tong 【文题(必填)】ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS 【年份(必填)】1986 【全文链接或数据库名称(选填)】https://onlinelibrary.wile ...2018-7-25 21:23 - 我来了 - 求助成功区

Inference Based on Structural Vector Autoregressions Identified With Sign and Ze
1 个回复 - 414 次查看【作者(必填)】 Jonas E. Arias[/backcolor] Juan F. Rubio‐Ramírez[/backcolor] Daniel F. Waggoner[/backcolor] 【文题(必填)】 Inference Based on Structural Vector Autoregressions Identified W ...2018-4-10 22:11 - jzbd - 求助成功区

Inference Based on Structural Vector Autoregressions
1 个回复 - 555 次查看【作者(必填)】 Jonas E. Arias, Juan F. Rubio‐Ramírez, Daniel F. Waggoner[/backcolor] 【文题(必填)】 Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions ...2018-4-10 00:41 - shanxianmin2011 - 求助成功区

Independent Factor Autoregressive Conditional Density Model
3 个回复 - 811 次查看【作者(必填)】 Alexios Ghalanosa, Eduardo Rossib* & Giovanni Urgac 【文题(必填)】 Independent Factor Autoregressive Conditional Density Model【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2015-12-4 13:54 - internet.hzx - 求助成功区

Autoregressive Conditional Skewness
2 个回复 - 729 次查看【作者(必填)】 Campbell R. Harvey and Akhtar Siddique 【文题(必填)】 Autoregressive Conditional Skewness 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2676230?ori ...2015-12-6 23:51 - internet.hzx - 求助成功区

Autoregressive Conditional Density Estimation
2 个回复 - 961 次查看【作者(必填)】 Bruce E. Hansen 【文题(必填)】 Autoregressive Conditional Density Estimation 【年份(必填)】 1994 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2527081?seq=1#page_scan_ ...2015-12-6 23:47 - internet.hzx - 求助成功区

Time-series Econometrics Cointegration and Autoregressive Conditional Heterosked
3 个回复 - 1208 次查看 2018-2-5 09:02 - fengyg - 量化投资

RATS 9.0_RATS Handbook for Vector Autoregressions
12 个回复 - 4273 次查看 Estima所制作的有关VAR模型在RATS9.0上面实现的手册，是Edition 2.0版本的手册(最新版)，具体目录如下 ...2016-10-26 18:46 - Carson~~ - 现金交易版

Application of Gaussian moment method to a gene autoregulation model of rational
2 个回复 - 431 次查看【作者(必填)】Yan-Mei Kang1, *Xi Chen1 【文题(必填)】Application of Gaussian moment method to a gene autoregulation model of rational vector field 【年份(必填)】2016 【全文链接或数据库名称(选 ...2018-1-16 09:08 - kaifengedu - 求助成功区

Comparing neural network and autoregressive moving average techniques for t..
0 个回复 - 282 次查看摘要：Abstract The forecasting power of neural network (NN) and autoregressive moving average (ARMA) models are compared. Modelling experiments were based on a 3...原文链接:http://www.cabdirect.org/ab ...2018-1-15 09:30 - 人工智能-AI - 人工智能论文版

Distribution of residual autocorrelations in autoregressive-integrated moving av
2 个回复 - 1032 次查看【作者(必填)】 ox G, Pierce D 【文题(必填)】 Distribution of residual autocorrelations in autoregressive-integrated moving average time series models 【年份(必填)】 1970 【全文链接或数据库名称(选 ...2017-12-30 02:40 - internet.hzx - 求助成功区

Nonstationary autoregressive conditional duration models
1 个回复 - 508 次查看【作者(必填)】A Mishra， TV Ramanathan 【文题(必填)】《Studies in Nonlinear Dynamics & Econometrics》, 2017 , 21 【年份(必填)】2017 【全文链接或数据库名称(选填)】paperuri:(bd05ccf9190a5f1bad3 ...2017-12-28 10:28 - 韩信琢玉 - 求助成功区

State-Dependent Threshold Smooth Transition Autoregressive Models
1 个回复 - 674 次查看【作者(必填)】 [*]Michael J. Dueker, [*] [*]Zacharias Psaradakis, [*] [*]Martin Sola, [*] [*] [*]Fabio Spagnolo 【文题(必填)】 State-Dependent Threshold Smooth Transition ...2017-12-13 06:52 - jzbd - 求助成功区

Dynamic spatial autoregressive models
3 个回复 - 1145 次查看【作者(必填)】 Leopoldo Catania and Anna Gloria Billé 【文题(必填)】 Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 【年份(必填)】 2017 【全文链 ...2017-11-4 13:33 - shanxianmin2011 - 求助成功区

【求助】bandwidth choosing for quantile autoregression
8 个回复 - 3366 次查看请教各位达人：我正在做一个quantile autoregression模型，需要进行非参数平滑估计，有个问题亟待解决：我的模型rq（Y~x1+x2+x3+x4+x5，....），如何在R软件中进行bandwidth选择？2010-11-4 14:33 - gyg06 - R语言论坛

A multivariate generalized autoregressive conditional heteroscedasticity model
6 个回复 - 553 次查看【作者(必填)】Tse and Tsui 【文题(必填)】A multivariate generalized autoregressive conditional heteroscedasticity model 【年份(必填)】2002 【全文链接或数据库名称(选填)】JBES2017-11-4 11:51 - byliu - 求助成功区

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Av
1 个回复 - 632 次查看【作者(必填)】 G. E. P. Box and David A. Pierce 【文题(必填)】 Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models【年份(必填)】 1970 【全文链 ...2017-10-5 00:48 - internet.hzx - 求助成功区

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Time Ser
10 个回复 - 1292 次查看 [ 本帖最后由 Mengguren15 于 2017-9-20 12:48 编辑 ] 题目:Autoregressive Conditional Duration: A New Model for Irregularly Spaced Time Series Data 作者：ROBERT F. ENGLE, JEFFREY R. RUSSELL 年限：1998 ...2017-9-20 11:15 - 徒步在原野 - 文献求助专区

求助：如何在AUTOREG中预测
6 个回复 - 6049 次查看求助：我正在做一个AR-GARCH模型，用到AUTOREG，用“p=”只能对本期作出预测。请问有没有类似forecast之类的语句可以对下一期作出预测？2011-3-4 16:41 - Cwit - SAS专版

An autoregressive growth model for longitudinal item analysis
2 个回复 - 663 次查看【作者(必填)】【文题(必填)】An autoregressivegrowth model for longitudinal item analysis 【年份(必填)】《Psychometrika》, 2016, 81(3):830-850 【全文链接或数据库名称(选填)】2017-2-24 01:06 - 2行者8805 - 求助成功区

Estimation of panel vector autoregression in Stata
2 个回复 - 1676 次查看【作者(必填)】 Michael R. M. Abrigo 【文题(必填)】Estimation of panel vector autoregression in Stata 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.stata-journal.com/article.html?ar ...2017-1-30 16:50 - linzima - 求助成功区

求Hsiao（1981）Autoregressive Modelling and Money-Income Causality Detection
2 个回复 - 756 次查看【作者(必填)】Hsiao, Cheng 【文题(必填)】Autoregressive Modelling and Money-Income Causality Detection 【年份(必填)】1981 【全文链接或数据库名称(选填)】Journal of Monetary Economics, Volume 7, ...2017-2-19 11:09 - sysuwu000 - 求助成功区

Seasonal and trend time series forecasting based on a quasi-linear autoregressiv
1 个回复 - 757 次查看【作者(必填)】 [*]Min Gana, , , [*]Yu Chengb, [*]Kai Liuc, [*]Gang-lin Zhangd 【文题(必填)】 Seasonal and trend time series forecasting based on a quasi-linear autoregressive model 【年份(必 ...2017-2-11 02:47 - qoiqpwqr - 求助成功区

Zacharias Psaradakis+Bootstrap tests for unit roots in seasonal autoregressive m
3 个回复 - 790 次查看【作者(必填)】Zacharias Psaradakis 【文题(必填)】Bootstrap tests for unit roots in seasonal autoregressive models 【年份(必填)】2000 【全文链接或数据库名称(选填)】2017-2-4 21:53 - harlon1976 - 求助成功区

Approximations and boundary conditions for continuous-time threshold autoregress
2 个回复 - 764 次查看【作者(必填)】【文题(必填)】Approximations and boundary conditions for continuous-time threshold autoregressive processes 【年份(必填)】【全文链接或数据库名称(选填)】https://www.cambridge.org ...2016-12-27 09:56 - ssylzz - 求助成功区

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