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Autoregression (statistics)

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Autoregression (Statistics) --- Time-series analysis

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"This book will be written at a level that requires little or no calculus but does not shy away from giving students more than a cursory understanding of the fundamentals and techniques involved. It will cover time series regression models, exponential smoothing, Holt-Winters forecasting, and Neural Networks. It gives more emphasis to classical ARMA and ARIMA models than is found in similar-level texts. Knowing that students and practitioners want to find a forecast that "works" and don't want to be constrained to a single forecasting strategy, we discuss techniques of ensemble modeling for combining information from several strategies (multivariate, VAR, neural networks, etc.)"--

Time-series analysis --- Autoregression (Statistics) --- Big data

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Stock price forecasting - Mathematical models --- Finance - Econometric models --- Autoregression (statistics) --- Stock price forecasting --- Finance --- Modèles économétriques. --- Autoregression (Statistics) --- Autorégression (statistique) --- Mathematical models. --- Econometric models.

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This paper specifies a general set of conditions under which the impacts of a policy can be identified using data generated under a different policy regime. We show that some of the policy impacts can be identified under relatively weak conditions on the data and structure of a model. Based on the identification results we develop estimators of policy impacts. We discuss a nonparametric method to implement the estimation but also discuss semiparametric methods in order to reduce the conditioning dimension. We then provide an empirical example of the impact of tuition subsidies using the ideas. While the framework used in this paper is fairly narrow, we believe this approach can be applied to a broad set of problems.

Autoregression (Statistics) --- Economic policy --- Education and state. --- Estimation theory --- Evaluation. --- Econometric models.