Model Reduction Methods for Vector Autoregressive Processes
Year of publication: |
2004
|
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Authors: | Brüggemann, Ralf |
Publisher: |
Berlin : Springer |
Subject: | VAR-Modell | VAR model | Theorie | Theory | Modellierung | Scientific modelling | Schock | Shock | Arbeitslosigkeit | Unemployment | Geldpolitik | Monetary policy | Schätzung | Estimation | Deutschland | Germany | Dynamische Makroökonomie | Vektor-autoregressives Modell | Fehlerkorrekturmodell | Spezifikation | Strukturelles vektor-autoregressives Modell |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
Extent: | Online-Ressource (X, 218p. 64 illus) digital |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-3-642-17029-4 ; 978-3-540-20643-9 |
Other identifiers: | 10.1007/978-3-642-17029-4 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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