Prediction in dynamic models with time-dependent conditional variances (Q1185107): Difference between revisions

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+Predictions from ARMAX models
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+Inference in dynamic models containing 'surprise' variables
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+Econometric tests of rationality and market efficiency
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+Prediction in dynamic models with time-dependent conditional variances
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+Generalized autoregressive conditional heteroscedasticity
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+The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
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+Predictions of multivariate autoregressive-moving average models
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