Chapter 3 Flashcards by M d Heijer | Brainscape

Q

What is the definition of a probability model?

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Q

What is the definition of parametric, nonparametric, semi-parametric and semi-nonparametric models?

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Q

What is the definition of a Nested Model?

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Q

What is the definition of a Data Generating Process (DGP)? What is the definition of a DGP of a time series?

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Q

What is the definition of Correct Specification?

This is the full technical definition

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Q

What is the definition of Weak Stationarity? How is it sometimes also referred to?

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Q

What is the definition of Misspecification?

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Q

What is the definition of a White Noise process?

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Q

What is the definition of a Linear Time Series? and a Linear Time series model?

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Q

What is Wold’s representation Theorem?

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Q

For what is Wolds Representations Theorem used as a justification?

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Q

Why is the justification of Wolds Representation Thm. not always valid? (Name four)

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Q

What is the definition of a non-linear time series model?

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Q

What is a GNLAR and GNLARMA model?

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Q

What is an NLAR model?

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Q

What is a TAR model?

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Q

What is a SETAR model?

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Q

What is a STAR model?

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Q

What is a RCAR model?

A

Q

What are the two classes of time varying models?

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Q

What is a Dynamic Factor Model?

A

Q

What are semi-nonparametric models?

A

Q

What is an Autoregressive polynomial SNP model?

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