Titlebook: Empirical Vector Autoregressive Modeling; Marius Ooms Book 1994 Springer-Verlag Berlin Heidelberg 1994 Data Analysis.Datenanalyse.Time Ser

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書目名稱Empirical Vector Autoregressive Modeling影響因子(影響力)




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0075-8442 described in Granger and Newbold (1986, §6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that ti978-3-540-57707-2978-3-642-48792-7Series ISSN 0075-8442 Series E-ISSN 2196-9957

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Medicinal and Diagnostic Applications,ext of a VAR model. The main aim of the VAR model in this study is to discover meaningful linear lead-lag relationships between the variables, without using too much a priori information. The bulk of the information should therefore be extracted from the data.

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E. Gallhuber,G. Hensler,H. Yersinf the data information about “unrestricted” linear time series relationships between sets of variables of interest. “Unrestricted” should not be taken too literally. Some a priori restrictions on the “true” shape of the multivariate autocorrelation function should be appropriate in order to get some

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Surface-Photopolymerization of Maleimides,imates of parameters of interest and their standard errors considerably. Many testing procedures we discussed in Chapters 2 and 3 and other procedures that are discussed below are based on the assumption of a constant multivariate normal distribution for the disturbances. The outcomes of these tests

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Electronically Excited States in Polymers,. After a subsequent “treatment” of the data it may be possible to start a reliable econometric analysis, which ultimately tries to come up with results about interpretable time series relationships between macroeconomic variables.

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Diagnostic and Laser Measurements in PDTltivariate modeling of macroeconomic time series. The aim of the study is to develop, implement and apply a comparatively reliable method to detect interesting linear dynamic relationships between a limited number of macroeconomic time series. The method is primarily data based.

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