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Empirical vector autoregressive modeling

Author: Marius Ooms
Publisher: Berlin ; New York : Springer-Verlag, ©1994.
Series: Lecture notes in economics and mathematical systems, 407.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be  Read more...

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Additional Physical Format: Online version:
Ooms, Marius, 1961-
Empirical vector autoregressive modeling.
Berlin ; New York : Springer-Verlag, ©1994
(OCoLC)647582272
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Marius Ooms
ISBN: 0387577076 9780387577074 3540577076 9783540577072
OCLC Number: 29565279
Description: xiii, 382 pages : illustrations ; 24 cm.
Contents: 1. Introduction --
2. The Unrestricted VAR and its components --
3. Data Analysis by Vector Autoregression --
4. Seasonality --
5. Outliers --
6. Restrictions on the VAR --
7. Applied VAR Analysis for Aggregate Investment.
Series Title: Lecture notes in economics and mathematical systems, 407.
Responsibility: Marius Ooms.

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