Bruggemann, Ralf
Libros de: Bruggemann, Ralf
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Model Reduction Methods For Vector Autoregressive Processes
Bruggemann, Ralf
Springer (2004)
- EAN: 9783540206439
- Páginas: 218
- Fecha de edición: 2004
pvp.55,81 €
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Vector Autoregressive (VAR) models have become one of the dominant tools for the empirical analysis of macroeconomic time series. Sometimes the flexibility of VAR models leads to overparameterized models, making accurate estimates of impulse responses ...