[PDF] Top 20 Efficient yield curve estimation and forecasting in Brazil
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Efficient yield curve estimation and forecasting in Brazil
... as in the later the estimation of parameters in the second stage does not take into consideration the uncertainty over the values of the estimated factors in the first stage, producing ... See full document
25
Forecasting the Brazilian yield curve using forward-looking variables
... Our forecasting strategy relates to a set of papers that uses economics variables to explain the yield ...Dielbod and Li (2006) use a vector autoregressive for estimating and ... See full document
27
Essays on forward-looking indicators and the yield curve
... indicators. In the first two chapters, we propose a factor augmented VAR that combines Nelson and Siegel yield curve factors and principal components extracted from a large ...job ... See full document
102
Rice yield estimation based on weather conditions and on technological level of production systems in Brazil
... crop yield estimation considering different parameters and complexity levels, most of them are based on agrometeorological variables (Doorenbos & Kassam, 1979; Assad et ...rice yield ... See full document
9
TESE_African mahogany plantations - modeling growth and yield in Brazil
... guide curve method was efficient and recommended for site classification and prediction of dominant height in African mahogany ...growth and production of African mahogany by ... See full document
166
INFLATION FORECASTS USING THE TIPS YIELD CURVE
... included in the TIPS yield curve we as additional regressors (we used all the breakeven inflation series with maturities ranging from 5 to 20 ...with and the maximum number of lags of ... See full document
37
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
... “codependent,” and interpret the white noise combinations as equilibrium combinations among stationary ...papers in multivariate time series literature provide evidence of the usefulness of reduced rank ... See full document
37
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
... on forecasting. Engle and Yoo (1987) compare the forecasts generated from an estimated vector error correction model (VECM) assuming that the lag order and the cointegrating rank are known, with ... See full document
39
GARLIC YIELD FORECASTING BY TIME SERIES MODELS
... models in order to realize forecasting garlic yield using data of bulb dry matter from six garlic ...collected in the periods: 60, 90, 120 and 150 days after planting (dap), being the ... See full document
8
Facades and solar parking yield estimation at Ultrecht University
... Converter and PVsyst to create the 3D plant and to import the shading scene construction, to install the solar modules on the roofs, facades and solar parking ...kWh) in around five hours ... See full document
71
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
... on forecasting. Engle and Yoo (1987) compare the forecasts generated from an estimated VECM assuming that the lag order and the coin- tegrating rank are known, with those from an estimated VAR ... See full document
34
Efficient channel estimation using TCH codes
... present in this section were attained by performing Monte Carlo simulations with an 8 equal power tap Rayleigh fading channel, using 256 OFDM ...modulation and we varied the pilot power values, which are ... See full document
7
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
... on forecasting. Engle and Yoo (1987) compare the forecasts generated from an estimated vector error correction model (VECM) assuming that the lag order and the cointegrating rank are known, with ... See full document
37
SOYBEAN YIELD ESTIMATION BY AN AGROMETEOROLOGICAL MODEL IN A GIS
... reported yield estimates of the Paraná State Department of Agriculture (SEAB), which were used to adjust and validate the model ...authors and developed a model in FORTRAN lan- guage to ... See full document
8
Forecasting Covid-19 dynamics in Brazil : a data driven approach
... distribution, and the peaks of the pandemic in given regions are ...spreading and on the regional context [ 5 – 7 , 14 ]. In order to avoid such dependence on uncertainty parameters, this ... See full document
26
Improving Accuracy and Temporal Resolution of Learning Curve Estimation for within- and across-Session Analysis.
... performance in the second half of the first session, although this increase was smaller and occurred somewhat later compared to the conventional ...appeared in the ...consolidation. In the ... See full document
23
The laffer curve: an empirical estimation for eurozone member countries
... economic and sovereign crisis in the Eurozone led some European governments, due mainly to outside impositions (of the IMF, European Commission, and the ECB, the troika), to increases the tax rates, ... See full document
60
Spatial-temporal crop yield analysis in East Kalimantan, Indonesia : spatial disaggregation of crop yield data and estimation of future production
... palm and rubber yield representation of Kutai Barat and Mahakam ...map, and existing LULC maps in order to generate disaggregated yield ...disaggregated yield results, the ... See full document
77
Master in Applied Econometrics and Forecasting
... result in depreciation of human capital, therefore raising one’s probability of unemployment, and/or by the fact that past unemployment is seen by employers as a signal of low ...lower and, on the ... See full document
50
An efficient strategy for estimation of visually salient regions in images
... closely and learned a lot from during my undergraduate research days, which is when I first had contact with the subject of this ...spent in polishing subtle but important aspects, such as writing style, ... See full document
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