moving average errors Latest Research Papers

The factor analytical method for interactive effects dynamic panel models with moving average errors

Econometrics and Statistics ◽

10.1016/j.ecosta.2018.09.003 ◽

2019 ◽

Vol 11 ◽

pp. 83-104

Author(s):

Milda Norkutė ◽

Joakim Westerlund

Keyword(s):

Analytical Method ◽

Moving Average ◽

Interactive Effects ◽

Dynamic Panel ◽

Panel Models ◽

Dynamic Panel Models ◽

Moving Average Errors

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A time-space dynamic panel data model with spatial moving average errors

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2018.04.013 ◽

2019 ◽

Vol 76 ◽

pp. 13-31 ◽

Cited By ~ 13

Author(s):

Badi H. Baltagi ◽

Bernard Fingleton ◽

Alain Pirotte

Keyword(s):

Panel Data ◽

Data Model ◽

Moving Average ◽

Dynamic Panel Data ◽

Panel Data Model ◽

Dynamic Panel ◽

Dynamic Panel Data Model ◽

Time Space ◽

Spatial Moving Average ◽

Moving Average Errors

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Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

Statistical Theory and Related Fields ◽

10.1080/24754269.2019.1598833 ◽

2019 ◽

Vol 3 (1) ◽

pp. 48-58

Author(s):

S. A. Komolafe ◽

T. O. Obilade ◽

I. O. Ayodeji ◽

A. R. Babalola

Keyword(s):

Convex Combination ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

First Order ◽

Moving Average Model ◽

Markov Modulated ◽

Moving Average Errors

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Autoregressive Moving Average Errors

Longitudinal Data with Serial Correlation: A State-space Approach ◽

10.1201/9780203748640-6 ◽

2018 ◽

pp. 120-138

Author(s):

R.H. Jones

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Errors

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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

SSRN Electronic Journal ◽

10.2139/ssrn.3205854 ◽

2018 ◽

Author(s):

Badi H. Baltagi ◽

Bernard Fingleton ◽

Alain Pirotte

Keyword(s):

Panel Data ◽

Data Model ◽

Moving Average ◽

Dynamic Panel Data ◽

Panel Data Model ◽

Dynamic Panel ◽

Dynamic Panel Data Model ◽

Time Space ◽

Spatial Moving Average ◽

Moving Average Errors

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Regression Diagnostics for Autocorrelated Models with Moving Average Errors

Calcutta Statistical Association Bulletin ◽

10.1177/0008068320150103 ◽

2015 ◽

Vol 67 (1-2) ◽

pp. 35-45

Author(s):

Sibnarayan Guria

Keyword(s):

Moving Average ◽

Regression Diagnostics ◽

Moving Average Errors

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On rate-optimal nonparametric wavelet regression with long memory moving average errors

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-013-9081-2 ◽

2013 ◽

Vol 16 (2) ◽

pp. 127-145 ◽

Cited By ~ 2

Author(s):

Linyuan Li ◽

Kewei Lu

Keyword(s):

Long Memory ◽

Moving Average ◽

Wavelet Regression ◽

Moving Average Errors

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GMM Estimation of Spatial Autoregressive Models with Moving Average Errors

SSRN Electronic Journal ◽

10.2139/ssrn.2257110 ◽

2013 ◽

Author(s):

Suleyman Taspinar

Keyword(s):

Moving Average ◽

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models ◽

Moving Average Errors

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Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors

Communication in Statistics- Theory and Methods ◽

10.1080/03610921003765784 ◽

2011 ◽

Vol 40 (13) ◽

pp. 2259-2275 ◽

Cited By ~ 5

Author(s):

Mahendran Shitan ◽

Shelton Peiris

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Processes ◽

First Order ◽

Moving Average Errors

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On a partly linear autoregressive model with moving average errors

Journal of Nonparametric Statistics ◽

10.1080/10485250903469744 ◽

2010 ◽

Vol 22 (6) ◽

pp. 797-820 ◽

Cited By ~ 1

Author(s):

Ana Bianco ◽

Graciela Boente

Keyword(s):

Autoregressive Model ◽

Moving Average ◽

Moving Average Errors

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moving average errors
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

The factor analytical method for interactive effects dynamic panel models with moving average errors

A time-space dynamic panel data model with spatial moving average errors

Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

Autoregressive Moving Average Errors

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Regression Diagnostics for Autocorrelated Models with Moving Average Errors

On rate-optimal nonparametric wavelet regression with long memory moving average errors

GMM Estimation of Spatial Autoregressive Models with Moving Average Errors

Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors

On a partly linear autoregressive model with moving average errors

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moving average errorsRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

The factor analytical method for interactive effects dynamic panel models with moving average errors

A time-space dynamic panel data model with spatial moving average errors

Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

Autoregressive Moving Average Errors

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Regression Diagnostics for Autocorrelated Models with Moving Average Errors

On rate-optimal nonparametric wavelet regression with long memory moving average errors

GMM Estimation of Spatial Autoregressive Models with Moving Average Errors

Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors

On a partly linear autoregressive model with moving average errors

moving average errors
Recently Published Documents