行业 发表于 2025-3-25 06:49:26

Introduction,The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time.

congenial 发表于 2025-3-25 07:55:08

Seasonality,Seasonal variance can be a nuisance. One can get rid of this nuisance only if one knows the intricacies of the data and if one has a precise formulation of the problems that make one think seasonal variance to be troublesome.

戏法 发表于 2025-3-25 15:27:20

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充满装饰 发表于 2025-3-25 19:31:54

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音乐等 发表于 2025-3-25 22:29:22

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Endoscope 发表于 2025-3-26 02:30:20

Outliers,imates of parameters of interest and their standard errors considerably. Many testing procedures we discussed in Chapters 2 and 3 and other procedures that are discussed below are based on the assumption of a constant multivariate normal distribution for the disturbances. The outcomes of these tests

Ceremony 发表于 2025-3-26 05:47:04

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腐败 发表于 2025-3-26 09:11:24

Summary,ltivariate modeling of macroeconomic time series. The aim of the study is to develop, implement and apply a comparatively reliable method to detect interesting linear dynamic relationships between a limited number of macroeconomic time series. The method is primarily data based.

fluffy 发表于 2025-3-26 15:24:32

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ABOUT 发表于 2025-3-26 20:03:52

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查看完整版本: Titlebook: Empirical Vector Autoregressive Modeling; Marius Ooms Book 1994 Springer-Verlag Berlin Heidelberg 1994 Data Analysis.Datenanalyse.Time Ser