Empirical vector autoregressive modeling
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Publication:1320556
zbMath0807.90038MaRDI QIDQ1320556
Publication date: 26 April 1994
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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