Work

Vector Autoregressions

Year: 2003
Type: other
Abstract: This chapter contains section titled: INTRODUCTION VAR MODELS ESTIMATION MODEL SPECIFICATION AND MODEL CHECKING USES OF VECTOR AUTOREGRESSIVE MODELS CONCLUSIONS AND EXTENSIONS
Source: Wiley eBooks
Language: English
Open Access status: green
OpenAlex ID: W4234512969
Cites: 42
Cited by: 12
Related to: 10