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Your search for "variance decomposition" over the article keywords returned 4 results.

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1. cointegration

This article summarizes the mathematical structure of cointegrated time series models and discusses econometric procedures commonly used to analyse cointegrated ...

By Mark W. Watson. From The New Palgrave Dictionary of Economics, Second Edition, 2008

2. variance decomposition

Variance decomposition is a classical statistical method in multivariate analysis for uncovering simplifying structures in a large set of variables (for ...

By Helmut Lütkepohl. From The New Palgrave Dictionary of Economics, Second Edition, 2008

3. variance, analysis of

Analysis of variance (ANOVA) is a statistical procedure for summarizing a classical linear model – a decomposition of sum of squares into a component ...

By Andrew Gelman. From The New Palgrave Dictionary of Economics, Second Edition, 2008

4. efficient markets hypothesis

The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson ...

By Andrew W. Lo. From The New Palgrave Dictionary of Economics, Second Edition, 2008