A statistical model is autoregressive if it predicts future values based on past values (i.e., predicting future stock prices based on past performance).

This article introduces a model that can be considered as an autoregressive extension of the ordered probit model. For parameter estimation we first develop a standard Gibbs sampler which however ...

The generalized autoregressive conditional heteroskedasticity (GARCH) process is an econometric term used to describe an approach to estimate volatility in financial markets.

Spatial Econometrics and Autoregressive Models Publication Trend The graph below shows the total number of publications each year in Spatial Econometrics and Autoregressive Models.