De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Model Reduction Methods for Vector Autoregressive Processes

Model Reduction Methods for Vector Autoregressive Processes

af Ralf Bruggemann

indgår i Lecture Notes in Economics and Mathematical Systems serien

Model Reduction Methods for Vector Autoregressive Processes af Ralf Bruggemann
Bag om Model Reduction Methods for Vector Autoregressive Processes

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540206439
  • Indbinding:
  • Paperback
  • Sideantal:
  • 218
  • Udgivet:
  • 14. januar 2004
  • Udgave:
  • 12004
  • Størrelse:
  • 234x156x12 mm.
  • Vægt:
  • 750 g.
  • 8-11 hverdage.
  • 13. december 2024
Forlænget returret til d. 31. januar 2025

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Bag om Ralf Bruggemann

Vis alle bøger af Ralf Bruggemann

Beskrivelse af Model Reduction Methods for Vector Autoregressive Processes

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.

Brugerbedømmelser af Model Reduction Methods for Vector Autoregressive Processes



Andre købte også..
Find lignende bøger
Bogen Model Reduction Methods for Vector Autoregressive Processes findes i følgende kategorier: