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1 - 3 van 3 voor arma model
memo78.pdf
... 4 univariate modellen ongecorrigeerde reele bbp arma model voor yt multiplicatief ar model voor yt ar model arma model airline model gecorrigeerde reele bbp model random walk model seizoensinvloeden 32 4.4 ... model met a(l) 1-al en b(l) 1. een belangrijke veronderstelling voor het gebruik van een arma model tijdreeks stationair is. in het autoregressieve model (2.1) moet dan gelden a arma model ...
cpb.nl
dp175 systemic risk across sectors pdf
... lagged interest rates. this has led us to restrict the model to the market model. we show in section 5 that our results are ... stock returns. we check this by estimating the following arma(1,1)-egarch(1,1) model for firm i ri,t i,t + i ... sample selection. quadratic market model the market model (3.2) is very parsimonious. this single-index model follows from the capm model under the rather restrictive ...
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macroeconomic resilience dsge model pdf
... the response to neutral technology. the individual responses are modelled as arma processes as follows xm,t xm xm,t-1 +m,t, ( ... variances of the . 4.6 discussion - using a closed economy model the model we have described here contains no foreign variables and no exchange ... workers into new industries. this is not included in our model. the current model does not attempt to analyse the effects of policy ...
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