Encompassing univariate models in multivariate time series : a case study
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 |
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