Model Reduction Methods for Vector Autoregressive Processes - Lecture Notes in Economics and Mathematical Systems - Ralf Bruggemann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540206439 - January 14, 2004
In case cover and title do not match, the title is correct

Model Reduction Methods for Vector Autoregressive Processes - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 2004 edition

Ralf Bruggemann

Price
$ 122.49

Ordered from remote warehouse

Expected delivery Jan 27 - Feb 7

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Model Reduction Methods for Vector Autoregressive Processes - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 2004 edition

Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.

236 pages, 4 black & white illustrations, 41 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 14, 2004
ISBN13 9783540206439
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 218
Dimensions 155 × 235 × 12 mm   ·   335 g
Language English   German  

See all of Ralf Bruggemann ( e.g. Paperback Book and Hardcover Book )