منابع مشابه
Econometrics, Time Series Analysis
Central banks and funds investment managers work with mathematical models. In recent years, a new class of model has come into prominence-generalized dynamic factor models. These are characterized by having a modest number of inputs, corresponding to key economic variables and industry-sector-wide variables for central banks and funds managers respectively, and a large number of outputs, econom...
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Major lines of the development of time series econometrics are discussed. The presentation is primarily aimed to system theorists. Emphasis is both on history and on recent developments. A discussion of basic ideas and driving forces and of important model classes (more than of identiication procedures), together with a critical view on the relevance for application is given.
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Friday, 11:45 Brendan K. Beare, University of California Vine Copula Specifications for Stationary Multivariate Markov Chains Vine copulae provide a graphical framework in which multiple bivariate copulae may be combined in a consistent fashion to yield a more complex multivariate copula. In this article, we discuss the use of vine copulae to build flexible semiparametric models for stationary ...
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• Matteo Barigozzi, The London School of Economics and Political Science (joint work with Roxana Halbleib and David Veredas) Which Model to Match?
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This paper argues that time-series econometrics provides valuable tools and opens exciting research opportunities to marketing researchers. It allows marketing researchers to advance traditional modeling and estimation approaches by incorporating dynamic processes to answer new important research questions. The authors discuss the challenges facing time-series modelers in marketing, provide an ...
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ژورنال
عنوان ژورنال: Open Journal of Applied Sciences
سال: 2015
ISSN: 2165-3917,2165-3925
DOI: 10.4236/ojapps.2015.512081