Results 301 to 310 of about 1,779,916 (322)

Vector autoregression and causality: a theoretical overview and simulation study

Econometric Reviews, 1994
Hiro Y Toda, Peter C B Phillips
exaly  

Regime-dependent impulse response functions in a Markov-switching vector autoregression model

Economics Letters, 2003
Michael Ehrmann, Martin Ellison
exaly  

Principal components based robust vector autoregression prediction of Turkey’s electricity consumption

Energy Systems, 2018
K. Kavaklioğlu
semanticscholar   +1 more source

Big Data analytics for forecasting tourism destination arrivals with the applied Vector Autoregression model

, 2018
Y. Liu, Fang-Mei Tseng, Yi-Heng Tseng
semanticscholar   +1 more source

Developing a Bayesian vector autoregression forecasting model

International Journal of Forecasting, 1993
David E Spencer
exaly  

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

Econometric Reviews, 2002
John W Galbraith, Victoria Zinde-Walsh
exaly  

Topology-regularized universal vector autoregression for traffic forecasting in large urban areas

Expert systems with applications, 2017
F. Schimbinschi, L. Moreira-Matias, X. Nguyen, J. Bailey   +3 more
semanticscholar   +1 more source

Intrinsic Bayesian Estimation of Vector Autoregression Impulse Responses

Journal of Business and Economic Statistics, 2007
Shawn Ni, Xiaoqian Sun
exaly  

Upsampled Vector Autoregressive Processes

2025 33rd European Signal Processing Conference (EUSIPCO)
Emilio Ruiz-Moreno, Luis Miguel Lopez-Ramos, Baltasar Beferull-Lozano   +2 more
openaire   +2 more sources

Spatial and sectoral linkages in regional models: A Bayesian vector autoregression forecast evaluation

Papers in Regional Science, 2009
Dan S Rickman, Steven R Miller
exaly