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Vector Autoregression: Vector Autoregression, Econometrics, Statistics, Economics, Time Series, Autoregressive Model, Signal Processing, Christopher A. Sims - Couverture souple

 
9786130334772: Vector Autoregression: Vector Autoregression, Econometrics, Statistics, Economics, Time Series, Autoregressive Model, Signal Processing, Christopher A. Sims
Couverture souple
ISBN 10 : 613033477X ISBN 13 : 9786130334772
Editeur : Betascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Vector autoregression is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an equation explaining its evolution based on its own lags and the lags of all the other variables in the model. Based on this feature, Christopher Sims advocates the use of VAR models as a theory-free method to estimate economic relationships, thus being an alternative to the incredible identification restrictions" in structural models."

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
613033477X
ISBN 13 
9786130334772
Reliure
Broché
Nombre de pages
72
Éditeur
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible