Model Reduction Methods for Vector Autoregressive Processes

Language: English

Published by Springer Berlin Heidelberg, 2004

3540206434 / 9783540206439

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims (1980) critiq.

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Title
Model Reduction Methods for Vector Autoregressive Processes
Author
Ralf Brüggemann
Publisher
Springer Berlin Heidelberg
Publication year
2004
Condition
New
Binding
Kartoniert / Broschiert
Language
English
ISBN 10
3540206434
ISBN 13
9783540206439
Seller catalogs
Sozialwissenschaften/Recht/Wirtschaft

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

Shipping rates from Germany to U.S.A.

Item16 to 45 business days16 to 45 business days
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