Disaster
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BET
发表于 2025-3-21 21:45:26
978-3-540-61279-7Springer-Verlag Berlin Heidelberg 1996
规范要多
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Bouquet
发表于 2025-3-22 05:52:44
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Debate
发表于 2025-3-22 12:27:14
Multivariate Non-Stationary Models,In this chapter we continue the analysis of multivariate models. Since the static case with non-stationary (exogenous) variables is not covered by the studies of . (1989a,b), . (1990), . (1990), and . (1994) the results we obtain have, to our knowledge, no counterpart in the literature.
Consensus
发表于 2025-3-22 13:41:57
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babble
发表于 2025-3-22 17:31:25
Multivariate ARX Models, models and analyze whether agents, following an appropriate learning procedure, can eventually learn the parameters of a REE. Since our analysis is based on the reduced form equation we assume that these models are complete such that a transition to the reduced form is possible.
过剩
发表于 2025-3-23 00:51:41
Book 1996y are uncertain, the expectations of agents mat ter. Producers have to decide today which amount of a good they will produce not knowing what demand will be tomorrow. Consumers have to decide what they spend for consumption today not knowing what prices will prevail tomorrow. Adopting the neo-class
背叛者
发表于 2025-3-23 03:51:59
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煤渣
发表于 2025-3-23 05:47:44
Univariate AR(1) Models, for introducing our mathematical approach. Due to this simple structure the mathematical techniques employed in this chapter are easy to understand and do not obscure the fundamental properties and problems.