Encompassing univariate models in multivariate time series : a case study
Agustín Maravall and Alexandre Mathis
| Year of publication: |
1992
|
|---|---|
| Authors: | Maravall Herrero, Agustín |
| Other Persons: | Mathis, Alexandre (contributor) |
| Institutions: | European University Institute / Department of Economics (contributor) |
| Publisher: |
San Domenico (FI) : European Univ. Inst., Florence, Economics Dep. |
| Subject: | Theorie | Theory | Makroökonometrie | Macroeconometrics | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Frankreich | France |
| Extent: | 44 S graph. Darst |
|---|---|
| Series: | EUI working paper. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 88 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013419681