BOOK-CHAPTER

Estimation of Vector Autoregressive Models

Klaus Neusser

Year: 2025 Springer texts in business and economics Pages: 231-247   Publisher: Springer International Publishing
Keywords:
Autoregressive model STAR model Estimation Vector (molecular biology) SETAR Econometrics Computer science Mathematics Statistics Autoregressive integrated moving average Time series Economics Biology

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Topics

Monetary Policy and Economic Impact
Social Sciences →  Economics, Econometrics and Finance →  General Economics, Econometrics and Finance

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