PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS |
scientific article |
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PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (English)
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1988
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non-stable case
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vector time series
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nonstationary roots
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co-integrated series
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ordinary least squares
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mean squared error
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conditional mean
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predictors
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explosive case
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Simulations
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