This section briefly introduces the forecasting methods used by the FORECAST procedure. Refer to textbooks on forecasting and see "Forecasting Methods" later in this chapter for more detailed ...
Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...
The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...
Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models
We give sufficient conditions for strong consistency of estimators for the order of general nonstationary autoregressive models based on the minimization of an ...
A statistical model for predicting individual house prices and constructing a house price index is proposed utilizing information regarding sale price, time of sale and location (ZIP code). This model ...
This paper proposes an extended conditional autoregressive range (EXCARR) model to describe the range-based volatility dynamics of financial assets. Our EXCARR model not only takes the conditional ...
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