Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.
zbMath1102.91001MaRDI QIDQ2569529
Maria Grazia Zoia, Mario Faliva
Publication date: 27 October 2005
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
time series econometricssimultaneous equation modelsvector autoregressive modelsmultivariate stochastic processes(co)integration theoryderivation of representation theoremsdynamic model analysiseconometric theory
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (2)
This page was built for publication: Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.