VECTOR AUTOREGRESSION MODELING AND FORECASTING

被引：32
|
作者：
HOLDEN, K
机构：
[1] The Business School, Liverpool John Moores University
来源：
JOURNAL OF FORECASTING | 1995年 / 14卷 / 03期
关键词：
ECONOMIC FORECASTING; VECTOR AUTOREGRESSION; STRUCTURAL VAR; NONSTATIONARY VARIABLES;
D O I：
10.1002/for.3980140302
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper provides an introduction to vector autoregression models, explaining their origins and their use for modelling and forecasting. The recent developments of structural modelling and the treatment of nonstationary variables are also considered.
引用
收藏
页码：159 / 166
页数：8
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