Autocorrelated Error with AR(1) Process

Figshare2023-04-26 更新2026-04-28 收录

时间序列相关性分析

计量经济学模型

数据链接：

https://figshare.com/articles/dataset/Autocorrelated_Error_with_AR_1_Process/22704907 数据链接链接失效反馈

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资源简介：

The autoregressive data set indicates data generated with autocorrelated error with AR(!) process

创建时间：

2023-04-26

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis

持续时间分析

计量经济学模型

This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks

NBER1994-06-01 更新100

Predictors from the most parsimonious auto-regressive model and their respective β -values, P-values for the response variable Activity (‘+’ β denotes a positive correlation and a ‘–’ β denotes a negative correlation).

自回归模型应用

时间序列相关性分析

Predictors from the most parsimonious auto-regressive model and their respective β-values, P-values for the response variable Activity (‘+’ β denotes a positive correlation and a ‘–’ β denotes a negat

NIAID Data Ecosystem60

Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection

计量经济学模型

样本选择

This study proposes a semiparametric estimation method for a censored regression model subject to nonparametric sample selection without the exclusion restriction. Consistency and asymptotic normality

Figshare2020-08-24 更新30

Robustness tests: Two-stage least squares (2SLS) model and Heckman two-stage model.

计量经济学模型

内生性处理

Robustness tests: Two-stage least squares (2SLS) model and Heckman two-stage model.

NIAID Data Ecosystem70

Total number of tweets remaining after each filter is applied and correlation of the number of tweets per day with FFC data.

社交媒体数据过滤

时间序列相关性分析

Total number of tweets remaining after each filter is applied and correlation of the number of tweets per day with FFC data.

NIAID Data Ecosystem50