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scientific article; zbMATH DE number 811061
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| English | No label defined |
scientific article; zbMATH DE number 811061 |
Statements
30 October 1995
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vector time series
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VAR models
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VARMA models
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difference equation models with exogeneous variables
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cointegrated VAR models
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periodic VAR models
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intervention models
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state-space models
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stability
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stationarity
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invertibility
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causality
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h-step ahead prediction
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impulse response analysis
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parameter constraints
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parameterizations
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asymptotic distributions
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forecasts
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structure determination
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order selection
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residual checking
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testing for nonnormality
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structural change
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exercises
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multivariate time series
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