Multivariate Subset Autoregressive Modelling with Zero Constraints for Detecting 'Overall Causality' - Financial and Economic Forecasting (Chapter 4)
Year of publication: |
2003
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Authors: | Penm, Jack H.W ; Penm, Jammie H. ; Terrell, R. Deane |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Prognoseverfahren | Forecasting model | Theorie | Theory | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2002 erstellt |
Other identifiers: | 10.2139/ssrn.358900 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
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