Cargando…
Model reduction methods for vector autoregressive processes
1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equ...
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2004
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-17029-4 http://cds.cern.ch/record/2146614 |