Isbn: 9786130334772 - vector autoregression: vector autoregression, econometrics, statistics, economics, time series, autoregressive model, signal processing, christopher a. sims (3 resultados)

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -High Quality Content by WIKIPEDIA articles! Vector autoregression is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an equation explaining its evolution based on its own lags and the lags of all the other variables in the model. Based on this feature, Christopher Sims advocates the use of VAR models as a theory-free method to estimate economic relationships, thus being an alternative to the 'incredible identification restrictions' in structural models. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! Vector autoregression is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an equation explaining its evolution based on its own lags and the lags of all the other variables in the model. Based on this feature, Christopher Sims advocates the use of VAR models as a theory-free method to estimate economic relationships, thus being an alternative to the 'incredible identification restrictions' in structural models.…

Taschenbuch. Condición: Neu. Vector Autoregression | Vector Autoregression, Econometrics, Statistics, Economics, Time Series, Autoregressive Model, Signal Processing, Christopher A. Sims | Lambert M. Surhone (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130334772 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.…