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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1994.
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| Series: | Lecture notes in economics and mathematical systems ;
407. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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