About: Vector autoregression

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Econometric method of analysis

Property	Value
dbo:description	econometric method of analysis (en) komplexe Schätzverfahren (de) modello econometrico di analisi (it)
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dct:subject	dbc:Time_series_models dbc:Multivariate_time_series
gold:hypernym	dbr:Model
rdfs:label	Vector autoregression (en) Vektorautoregressive Modelle (de) Vecteur Autoregressif (VAR) (fr) Modello autoregressivo vettoriale (it) Model wektorowej autoregresji (pl) 벡터자기회귀모형 (ko) Векторна авторегресія (uk) Векторная авторегрессия (ru) 向量自回归模型 (zh)
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