|
Statistical inference in dynamic economic models
|
Tjalling Charles Koopmans |
Statistical inference in economics: an introduction / J. Marschak -- Measuring the equations systems of dynamic economics / T.C. Koopmans, H. Rubin and H.B. Leipnik -- Note on the identification of e… |
OL1196324W |
|
Forecasting Aggregated Vector ARMA Processes
|
Helmut Lütkepohl,Helmut Lütkepohl |
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data… |
OL2571803W |
|
The ARIMA and VARIMA Time Series
|
Ky M. Vu |
The book was written for time series statisticians, digital signal processing engineers,stochastic control engineers as well as graduate students in these fields. It can be used asa self-study mater… |
OL26434061W |