Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Model Reduction Methods for Vector Autoregressive Processes

Model Reduction Methods for Vector Autoregressive Processes

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540206439
Condition
New
Product Description

1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$76.50
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

10% OFF
This deals requires coupon Get Code Here
$76.50
See Site In stock Visit Store

Similar Products

Demyelinisierende Erkrankungen

$44.99

Contactless Healthcare Facilitation and Commodity Delivery Management During COVID 19 Pandemic

$159.99

Brain and Kidney Crosstalk

$169.99

International Loan Documentation

$329.99

Multi-Valued Fields

$169.00

Das Bild der Masern auf der ueren Haut

$49.99

Creativity and Humour in Occupy Movements

$54.99

Interventions in Learning Disabilities

$139.99

Distributed Computer and Communication Networks

$54.99

Pumps, Transporters, and Ion Channels

$84.99

The Future of Risk Management, Volume II

$169.99

Antifolate Drugs in Cancer Therapy

$169.00

Number Systems for Deep Neural Network Architectures

$54.99

The Physics and Chemistry of Low Dimensional Solids

$39.99

Low Voltage Power MOSFETs

$54.99

Political Power and Environmental Sustainability in Gulf Monarchies

$109.99

Gute Eltern sind bessere Mitarbeiter

$34.99

Entfremdung und sthetik

$49.99

Nongenotoxic Carcinogenesis

$54.99

World Scouting

$54.99

Strategies for Achieving Food Security in Central Asia

$169.99

Researching Chinese Learners

$109.99

Mathematische Fingerbungen zum Weiterspielen

$29.99

Non-Equilibrium Thermodynamics in Multiphase Flows

$54.99

Financial Supervision in the 21st Century

$109.99

This Is Not a Drill (Hardcover)

$13.49

Rapid On-site Evaluation (ROSE)

$69.99

Physikalische Memethoden

$44.99

Quantum States of Light

$69.99

Linear Elasticity of Elastic Circular Inclusions Part 2/Lineare Elastizittstheorie bei kreisrunden

$54.99

Vision-based Vehicle Guidance

$39.99

Recent Developments in Pavement Design, Modeling and Performance

$84.99

Global Bifurcation Theory and Hilberts Sixteenth Problem

$54.99

Proceedings of the 28th International Cryogenic Engineering Conference and International Cryogenic

$249.99

Stakeholdermanagement

$44.99

Nuclear Micro Reactors

$169.99

Ugly

$6.71

Remembering the Anthropocene

$119.99

Get Fit with Apple Watch

$19.99

Die Geschichte der elektrischen Triebfahrzeuge

$34.99