dc.contributor.author | LUETKEPOHL, Helmut | |
dc.date.accessioned | 2007-06-27T14:42:27Z | |
dc.date.available | 2007-06-27T14:42:27Z | |
dc.date.issued | 2007 | |
dc.identifier.issn | 1725-6704 | |
dc.identifier.uri | https://hdl.handle.net/1814/6918 | |
dc.description.abstract | Vector autoregressive (VAR) models for stationary and integrated variables are
reviewed. Model specification and parameter estimation are discussed and various uses of
these models for forecasting and economic analysis are considered. For integrated and cointegrated variables it is argued that vector error correction models offer a particularly convenient parameterization both for model specification and for using the models for economic
analysis. | en |
dc.format.extent | 545232 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en | en |
dc.publisher | European University Institute | |
dc.relation.ispartofseries | EUI ECO | en |
dc.relation.ispartofseries | 2007/11 | en |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.title | Econometric Analysis with Vector Autoregressive Models | en |
dc.type | Working Paper | en |
dc.neeo.contributor | LUETKEPOHL|Helmut|aut|EUI70007 | |
eui.subscribe.skip | true | |