Empirical vector autoregressive modeling
By: Marius Ooms.
Series: Lecture notes in economics and mathematical systems ;
Publisher: Springer-Verlag
Published: 1994
Place of publication: Berlin; New York
Language: eng
Format: Paperback
Number of pages: 382
Subjects: Econometric models.; Autoregression (Statistics)
Description: Updated version of 1993 PhD thesis of Erasmus University Rotterdam
Notes: Includes bibliographical references (p. [333]-349) and indexes.