Title Empirical vector autoregressive modeling / Marius Ooms

Published Berlin ; New York : Springer-Verlag, [1994] ©1994

Copies

Location	Call no.	Vol.	Availability
MELB	330.015195 Oom/Eva		AVAILABLE

Description xiii, 382 pages : illustrations ; 24 cm Series Lecture notes in economics and mathematical systems ; 407 Lecture notes in economics and mathematical systems ; 407 Contents 1. Introduction -- 2. The Unrestricted VAR and its components -- 3. Data Analysis by Vector Autoregression -- 4. Seasonality -- 5. Outliers -- 6. Restrictions on the VAR -- 7. Applied VAR Analysis for Aggregate Investment Notes Includes index Bibliography Includes bibliographical references (pages [333]-349) and indexes Notes Lecture notes in economics and mathematical systems no:407 0075-8442 Subject Autoregression (Statistics) Econometric models. LC no. 93046882 ISBN 0387577076 (New York : acid-free paper) 3540577076 (Berlin : acid-free paper)

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