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Vector autoregressive (VAR) processes are popular in economics and other sciences because they are flexible and simple models for multivariate time series data.

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Vector Autoregressive Models

  • 工具书词条

  • 发表日期：

    2025年

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  • Helmut Lütkepohl

摘要

Vector autoregressive (VAR) processes are popular in economics and other sciences because they are flexible and simple models for multivariate time series data.