The top documents tagged [number of lags]

What does REMI say? sm New Estimates of Migration Using the P-VAR Approach Tackling the Chicken and Egg Problem of People Versus Jobs Dr. Frederick Treyz,

Multivariate Cointegartion The Johansen Maximum Likelihood Procedure.

Functional Form and Dynamic Models. Introduction Discuss the importance of functional form Examine the Ramsey Reset Test for Functional Form Describe.

Financial Econometrics Introduction to Systems Approach.

GARCH Models and Asymmetric GARCH models. VECM (Review) Cointegrating Eq: R1(-1)1.000000 R10(-1) -0.980444 (0.07657) [-12.8046] C 0.603495 Error Correction:D(R1)D(R10)

Regression Analysis. Introduction Derive the α and β Assess the use of the T-statistic Discuss the importance of the Gauss- Markov assumptions Describe.

Dynamic Models. Introduction Assess the partial adjustment model as an example of a dynamic model Examine the ARDL model as a means of testing the partial.

How should these data be modelled?. Identification step: Look at the SAC and SPAC Looks like an AR(1)- process. (Spikes are clearly decreasing in SAC.

Contact Day – Flemish Rural Network 22 April 2008, Brussels The added value of Cooperation under Leader+ Martin Law, Team Leader, Leader+ Observatory Contact.

Dario Rukelj Ministry of Finance of the Republic of Croatia Barbara Ulloa Central Bank of Chile

Determinants of the velocity of money, the case of Romanian economy Dissertation Paper Student: Moinescu Bogdan Supervisor: Phd. Professor Moisă Altăr.

Property Bubbles and the Driving Forces in the PIGS Countries