Articles liés à Vector Autoregression: Econometrics, Time Series, Autoregres...

Vector Autoregression: Econometrics, Time Series, Autoregressive Model, Christopher A. Sims, Sample, Linear, Vector Space, Gross Domestic Product, Intercept, Matrix, Errors and Residuals in Statistics - Couverture souple

 
9786130350222: Vector Autoregression: Econometrics, Time Series, Autoregressive Model, Christopher A. Sims, Sample, Linear, Vector Space, Gross Domestic Product, Intercept, Matrix, Errors and Residuals in Statistics
Couverture souple
ISBN 10 : 6130350228 ISBN 13 : 9786130350222
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 (VAR) 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.

Présentation de l'éditeur

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Vector autoregression (VAR) 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 « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
6130350228
ISBN 13 
9786130350222
Reliure
Broché
Nombre de pages
144
Éditeur
Surhone Lambert M., Tennoe Mariam T., Henssonow Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible