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Om Multiple Time Series Models

Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.

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  • Språk:
  • Engelska
  • ISBN:
  • 9781412906562
  • Format:
  • Häftad
  • Sidor:
  • 120
  • Utgiven:
  • 2. november 2006
  • Mått:
  • 139x214x7 mm.
  • Vikt:
  • 156 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Beskrivning av Multiple Time Series Models

Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.

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