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Empirical Vector Autoregressive Modeling by Marius Ooms
Empirical Vector Autoregressive Modeling by Marius Ooms
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Description

The main subject of this book is empirical application of multivariate linear time series models on quarterly or monthly economic data to discover and describe important dynamic relationships between the variables of interest. The book stresses "real-life" applications and the selection of data analytic tools. Simple numerical examples and algebraic exercises are used to illustrate major points. The recent results of over 400 contributors from the fields of econometrics, mathematical statistics, time series analysis, economics and descriptive statistics are discussed. The book introduces new graphical and statistical methods to improve the understanding of seasonality, outliers, structural breaks, pushing trends and pulling equilibria in a particular data set.
Release date Australia
March 28th, 1994
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1994
Illustrations
XIII, 382 p.
Pages
382
Dimensions
155x235x21
ISBN-13
9783540577072
Product ID
13827364

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