Two decades of vector autoregression (VAR) modeling a survey

Two decades of vector autoregression (VAR) modeling a survey

Bibliographic Details
Main Author: Reside, Renato E.
Format: Book
Language:English
Published: Quezon City School of Economics, University of the Philippines 2001.
Series:Discussion paper / University of the Philippines, School of Economics no.0108
Subjects:
Vector analysis.
Regression analysis.
Time series analysis.
Online Access:Download the full-text here