Model Reduction Methods for Vector Autoregressive Processes
Edition: 1 edition
Publisher: Springer
Published: March 5, 2004
Language: eng
Format: Paperback
Number of pages: 218
ISBN-13: 9783540206439
Subjects: Probability & statistics; Economics - General; Business/Economics; Business & Economics; Business / Economics / Finance; Statistics; Econometrics; Business & Economics / Econometrics; Autoregression (Statistics); Econometric models
First sentence: Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades.
Notes: Lecture Notes in Economics and Mathematical Systems