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Empirical vector autoregressive modeling / Marius Ooms
Author
Ooms, Marius, 1961-
Published
Berlin ; New York : Springer-Verlag, [1994]
Copyright Date
©1994
Physical Description
xiii, 382 pages : illustrations ; 24 cm.
Full Text available online
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Series
Lecture notes in economics and mathematical systems ; 407
Subject(s)
Econometric models
Autoregression (Statistics)
ISBN
0387577076 (New York : acid-free paper)
3540577076 (Berlin : acid-free paper)
Bibliography Note
Includes bibliographical references (pages [333]-349) and indexes.
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| catkey: 1618074