Vector autoregressive model and analysis
Year of publication: |
2021
|
---|---|
Authors: | Akkaya, Murat |
Published in: |
Handbook of research on emerging theories, models, and applications of financial econometrics. - Cham, Switzerland : Springer, ISBN 978-3-030-54107-1. - 2021, p. 197-214
|
Subject: | Eviews | Granger causality | Vector autoregressive (VAR) models | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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