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Model Reduction Methods for Vector Autoregressive Processes - Lecture Notes in Economics and Mathematical Systems Ralf Bruggemann Softcover reprint of the original 1st ed. 2004 edition
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Model Reduction Methods for Vector Autoregressive Processes - Lecture Notes in Economics and Mathematical Systems
Ralf Bruggemann
Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.
236 pages, 4 black & white illustrations, 41 black & white tables, biography
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 14. januar 2004 |
| ISBN13 | 9783540206439 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 218 |
| Mål | 155 × 235 × 12 mm · 335 g |
| Språk | Engelsk Tysk |
