JOURNAL ARTICLE
The Interpretation of Coefficients of the Vector Autoregressive Model
Year: 2005 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Autoregressive model Interpretation (philosophy) Nonlinear autoregressive exogenous model STAR model SETAR Econometrics Mathematics Applied mathematics Statistics Autoregressive integrated moving average Computer science Time series
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Topics
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Efficiency Analysis Using DEA
Social Sciences → Decision Sciences → Management Science and Operations Research
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
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