Q4001588 (Q4001588): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:53, 6 February 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
