Bruggemann, Ralf

Libros de: Bruggemann, Ralf

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  • Model Reduction Methods For Vector Autoregressive Processes

    Bruggemann, Ralf

    Springer (2004)

    valoración

    • EAN: 9783540206439
    • Páginas: 218
    • Fecha de edición: 2004

    pvp.55,81 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...