Empirical vector autoregressive modeling / Marius Ooms. (Lecture notes in economics and mathematical systems)

Empirical vector autoregressive modeling / Marius Ooms.

(Lecture notes in economics and mathematical systems)

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Material Type: 図書
ISBN: 0387577076 (Springer-Verlag New York Berlin Heidelberg : acid-free paper)
3540577076 (Springer-Verlag Berlin Heidelberg New York : acid-free paper)
Title: Empirical vector autoregressive modeling / Marius Ooms.
Series Title: Lecture notes in economics and mathematical systems
Author Heading: Ooms, Marius, 1961-
Publication, Distribution, etc.: Berlin : Springer-Verlag
Tokyo : Springer-Verlag
Publication Date: c1994.
Publication Date (W3CDTF): 1994
Extent: xiii, 382 p. : ill. ; 24 cm.
Place of Publication (Country Code): DE
Text Language Code: eng
Subject Heading: 計量経済学. Keiryokeizaigaku.
経済モデル. Keizaimoderu.
統計学. Tokeigaku.
時系列. Zikeiretu.
Econometric models.
Autoregression (Statistics)
LCC: HB141
DDC: 330/.01/5195
NDLC: DA49
Note (General): Includes indexes.
Bibliography: p. [333]-349.
Holding library: 国立国会図書館
Call No.: DA49-A77
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003226641
http://id.ndl.go.jp/bib/000003226641
LC Control Number: 93046882
https://lccn.loc.gov/93046882
Bibliographic Record Category (NDL): 211