Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

Statistics is all about getting data and analysing it and using it to answer questions about the world be that in terms of Economics, Finance or public opinions. The applications are numerous The LSE ...

Why is this unit important? This unit aims to deliver the knowledge and understanding of the key time series econometric methodologies in an applied fashion. This will be particularly useful for those ...

Why is this unit important? This unit aims to deliver the knowledge and understanding of the key time series econometric methodologies in an applied fashion. This will be particularly useful for those ...

Are Machine Learning (ML) algorithms superior to traditional econometric models for GDP nowcasting in a time series setting? Based on our evaluation of all models from both classes ever used in ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J. Brock is a CFA and CPA with more ...

This paper discusses nonparametric models for panels of time series. There is already a substantial literature on nonlinear models and nonparametric methods in a regression and time series setting.

This is a preview. Log in through your library . Abstract The aim of this paper is that of giving a finer insight into the analytic foundations of vector autoregressive models (VAR) in comparison with ...