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Time Series Econometrics Time Series Econometrics

Time Series Econometrics - PowerPoint Presentation

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Uploaded On 2017-10-16

Time Series Econometrics - PPT Presentation

Didar Erdinc PhD Associate Professor of Economics American University in Bulgaria Vector Autoregression VAR Introduction VAR resembles a SEM modeling we consider several endogenous variables together Each endogenous variables is explained by its lagged values and t ID: 596572

variables var autoregression vector var variables vector autoregression variable causality lagged granger values gdp error variance response equation endogenous model due term

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