Q4001588 (Q4001588): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q465649 |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / author | |||
| Property / author: Helmut Lütkepohl / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 13:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
18 September 1992
0 references
vector time series
0 references
VAR models
0 references
VARMA models
0 references
Difference equation models with exogeneous variables
0 references
cointegrated VAR models
0 references
Periodic VAR models
0 references
intervention models
0 references
State-space models
0 references
stability
0 references
stationarity
0 references
invertibility
0 references
causality
0 references
h-step ahead prediction
0 references
impulse response analysis
0 references
parameter constraints
0 references
parametrizations
0 references
asymptotic distributions
0 references
forecasts
0 references
Structure determination
0 references
order selection
0 references
residual checking
0 references
testing for nonnormality
0 references
structural change
0 references
exercises
0 references
multivariate time series
0 references
