'Univariate model' diaporamas de présentation

y = p x 1 vector of responses

y = ? + ? x+ ?y + ?. ? = cov ( x ) = q x q matrix of covariances among x s. y = p x 1 vector of responses. ? = p x 1 vector of intercepts. ? = cov ( ? ) = q x q matrix of covariances among errors. ? = p x p coefficient matrix of y s on y s.

153 views • 15 slides

y = p x 1 vector of responses

y = ? + ? x+ ?y + ?. ? = cov ( x ) = q x q matrix of covariances among x s. y = p x 1 vector of responses. ? = p x 1 vector of intercepts. ? = cov ( ? ) = q x q matrix of covariances among errors. ? = p x p coefficient matrix of y s on y s.

154 views • 15 slides

Modeling and Estimating Granger Causality between Signals

416 views • 13 slides

Empirical Project

Empirical Project. Title: Interest Rates and Economic Growth Step 1: Get an empirical paper on interest rates and economic growth. A paper that relates interest rates at different maturities with some measure of economic growth in different countries. Causality can go in any direction.

180 views • 2 slides