Example: confidence
Vector Autoregression Analysis: Estimation and Interpretation

Vector Autoregression Analysis: Estimation and Interpretation

Back to document page

Time Series, John Wiley & Sons, 1995, pp. 291{353 and earlier material as required, Helmut Lutk˜ epohl, Introduction to Multiple Time Series Analysis, Springer-Verlag, 1991, pp. 9{27, 43{58, and 97{117, and James D. Hamil-ton, Time Series Analysis, Princeton University Press, 1994, pp. 257{372 and earlier material as required.

  Series, Vector, Vector autoregression, Autoregression

Download Vector Autoregression Analysis: Estimation and Interpretation


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries