Spelling suggestions: "subject:"autoregressive""
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The Role of Entrepreneurship in Canadian Economic GrowthMatejovsky, Lukas 06 1900 (has links)
Regional income disparity continues to be a source of major concern for Canadian policymakers. This study explores the temporal pattern of income disparity for Canadian provinces, and seeks to identify the role of one particular determinant entrepreneurship in explaining regional economic growth. The neoclassical growth framework is applied to a set of panel data drawn from Canadian provinces. An econometric model is applied to test for convergence and to identify the role of entrepreneurship in determining growth. The estimation results suggest that entrepreneurship plays a significant role in regional development in Canada. A dynamic vector autoregression (VAR) model is employed to predict the long-run effects of entrepreneurial policy changes on regional development. The dynamic estimation results suggest that entrepreneurship has long term stimulative effects on regional development in Canada. These findings, while important from a policymakers perspective, have surprisingly gone unnoticed. / Agricultural and Resource Economics
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An examination of stock market properties : vector autoregression approach /Jeon, Kyung-Seong, January 1997 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1997. / Typescript. Vita. Includes bibliographical references (leaves 147-152). Also available on the Internet.
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An examination of stock market properties vector autoregression approach /Jeon, Kyung-Seong, January 1997 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1997. / Typescript. Vita. Includes bibliographical references (leaves 147-152). Also available on the Internet.
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Nonparametric bayesian density estimation with intrinsic autoregressive priors /Lee, Suhwon, January 2003 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Leaves 14 and 46 are blank. Typescript. Vita. Includes bibliographical references (leaves 96-100). Also available on the Internet.
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Nonparametric bayesian density estimation with intrinsic autoregressive priorsLee, Suhwon, January 2003 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Leaves 14 and 46 are blank. Typescript. Vita. Includes bibliographical references (leaves 96-100). Also available on the Internet.
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Optimal asset allocation under GARCH model /Hui, Wai-choi. January 2000 (has links)
Thesis (M. Phil.)--University of Hong Kong, 2000. / Includes bibliographical references (leaves 87-91).
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Bayesian nonparametric methods for some econometric problems /Lau, Wai Kwong. January 2005 (has links)
Thesis (Ph.D.)--Hong Kong University of Science and Technology, 2005. / Includes bibliographical references (leaves 89-92). Also available in electronic version.
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Autoregression Models for Trust Management in Wireless Ad Hoc NetworksLi, Zhi January 2011 (has links)
In this thesis, we propose a novel trust management scheme for improving routing reliability in wireless ad hoc networks. It is grounded on two classic autoregression models, namely Autoregressive (AR) model and Autoregressive with exogenous inputs (ARX) model. According to this scheme, a node periodically measures the packet forwarding ratio of its every neighbor as the trust observation about that neighbor.
These measurements constitute a time series of data. The node has such a time series for each neighbor. By applying an autoregression model to these time series, it predicts the neighbors future packet forwarding ratios as their trust estimates, which in turn facilitate it to make intelligent routing decisions. With an AR model being applied, the
node only uses its own observations for prediction; with an ARX model, it will also take into account recommendations from other neighbors. We evaluate the performance of
the scheme when an AR, ARX or Bayesian model is used. Simulation results indicate that the ARX model is the best choice in terms of accuracy.
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Reinforcement Learning For Multiple Time SeriesSingh, Isha January 2019 (has links)
No description available.
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Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflationRamström, Rasmus January 2023 (has links)
There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. The objective of this thesis is to investigate how a change in the European Central Bank (ECB) policy rate affects Swedish inflation in the short and long run. To this end, this thesisestimates a cointegrated vector autoregressive (CVAR) model using data for the period from 2000 to 2022. The results show that a change in the ECB rate does not have statistically significant effect on the Swedish inflation in the short run, but has statistically significant effect in the long run. The long run results do also show that an increase in the ECB rate have a positive effect on the Swedish central bank’s policy rate.
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