VARMA versus VAR for macroeconomic forecasting
Year of publication: |
2006
|
---|---|
Authors: | Athanasopoulos, George ; Vahid, Farshid |
Publisher: |
Clayton, Vic. |
Subject: | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Multivariate Analyse | Multivariate analysis | Prognoseverfahren | Forecasting model |
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