Empirical Vector Autoregressive Modeling /

The main subject of this book is empirical application of multivariate linear time series model on quarterly or month- ly economic data to discoverand describe important dynamic relationships between the variables of interest. The book stresses "real-life" application and the selection of...

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Bibliographic Details

Main Author:	Ooms, Marius
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1994.
Series:	Lecture notes in economics and mathematical systems ; 407.
Subjects:	Economics. Economics > Statistics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book