PDF-2varVectorautoregressivemodels
Author : lois-ondreau | Published Date : 2015-08-22
DescriptionvartsamultivariatetimeseriesregressionofeachdependentvariableonlagsofitselfandonlagsofalltheotherdependentvariablesvaralsotsavariantofvectorautoregressiveVARmodelsknownastheVARXmodel
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