Arbeitspapier
Time Series Modelling using TSMod 3.24
TSMod is an interactive program which allows the user to estimate a broad range of univariate models. This review describes the possibilities of the package, from a user's perspective and with a secondary focus on the numerical accuracy of the program.
- Language
-
Englisch
- Bibliographic citation
-
Series: Tinbergen Institute Discussion Paper ; No. 03-091/4
- Classification
-
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Econometric Software
- Subject
-
Time series
software
econometrics
Zeitreihenanalyse
- Event
-
Geistige Schöpfung
- (who)
-
Bos, Charles S.
- Event
-
Veröffentlichung
- (who)
-
Tinbergen Institute
- (where)
-
Amsterdam and Rotterdam
- (when)
-
2003
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bos, Charles S.
- Tinbergen Institute
Time of origin
- 2003
Other Objects (12)
Modelling Economic High-Frequency Time Series
Time Series Modelling of Daily Tax Revenues
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs
Modelling Issues in Kernel Ridge Regression
Congestion Modelling
Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
On the Phase Dependence in Time-Varying Correlations Between Time-Series
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
A Bayesian Analysis of Unobserved Component Models using Ox
Sparse and Robust Factor Modelling
Modelling Economic High-Frequency Time Series
Time Series Modelling of Daily Tax Revenues
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs
Modelling Issues in Kernel Ridge Regression
Congestion Modelling
Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
On the Phase Dependence in Time-Varying Correlations Between Time-Series
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
A Bayesian Analysis of Unobserved Component Models using Ox
Sparse and Robust Factor Modelling
Modelling Economic High-Frequency Time Series
Time Series Modelling of Daily Tax Revenues
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Modelling Seasonalities in Nonlinear Inflation Rates using SEASETARs
Modelling Issues in Kernel Ridge Regression
Congestion Modelling
Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
On the Phase Dependence in Time-Varying Correlations Between Time-Series
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
A Bayesian Analysis of Unobserved Component Models using Ox