BOOK-CHAPTER
Estimation of Vector Autoregressive Models
Year: 2016 Springer texts in business and economics Pages: 225-239 Publisher: Springer International Publishing
Keywords:
Autoregressive model Estimator STAR model Mathematics Applied mathematics SETAR Least-squares function approximation Estimation Asymptotic distribution Statistics Econometrics Autoregressive integrated moving average Time series Engineering
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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