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GLUT 发表于 2025-3-22 06:25:25

Book 2004ries during the last two decades. The great success of this modeling class started with Sims‘ (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of ‘too many incredible restrictions‘ based on ‘supposed a priori knowledge‘ in large scale macroeconometric mo

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查看完整版本: Titlebook: Model Reduction Methods for Vector Autoregressive Processes; Ralf Brüggemann Book 2004 Springer-Verlag Berlin Heidelberg 2004 Cointegratio