𝔖 Scriptorium
✦   LIBER   ✦

📁

Vector Autoregressions

✍ Scribed by Krolzig, Markov, Switcing


Year
1997
Tongue
English
Leaves
375
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Subjects


Финансово-экономические дисциплины;Анализ и прогнозирование временных рядов;


📜 SIMILAR VOLUMES


Empirical Vector Autoregressive Modeling
✍ Dr. Marius Ooms (auth.) 📂 Library 📅 1994 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address the

Empirical Vector Autoregressive Modeling
✍ Dr. Marius Ooms (auth.) 📂 Library 📅 1994 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address the

Structural Vector Autoregressive Analysi
✍ Lutz Kilian, Helmut Lütkepohl 📂 Library 📅 2017 🏛 Cambridge University Press 🌐 English

Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides

Model Reduction Methods for Vector Autor
✍ Ralf Brüggemann (auth.) 📂 Library 📅 2004 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equat

Likelihood-Based Inference in Cointegrat
✍ Søren Johansen 📂 Library 📅 1996 🏛 Oxford University Press, USA 🌐 English

The Johansen tests of cointegration are development for the five models proposed for johansen, the book includes examples with a database of the monetary sector. The book contains the classic topics in cointegration (test for cointegration, and test for specification of the vector of cointegration a