Model reduction methods for vector autoregressive processes
Ralf Brüggemann
| Year of publication: |
2004
|
|---|---|
| Authors: | Brüggemann, Ralf |
| Publisher: |
Berlin : Springer |
| Subject: | VAR-Modell | VAR model | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | Geldpolitik | Monetary policy | Schock | Shock | Arbeitslosigkeit | Unemployment | USA | United States | Deutschland | Germany | Dynamische Makroökonomie | Vektor-autoregressives Modell | Fehlerkorrekturmodell | Spezifikation | Strukturelles vektor-autoregressives Modell | Autoregressiver Prozess | Parameterschätzung |
| Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | X, 218 S. zahlr. graph. Darst. 24 cm |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 536 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Berlin, Humboldt-Univ., Diss., 2003 |
| Notes: | Literaturverz. S. [205] - 212 |
| ISBN: | 3-540-20643-4 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001835840