LIBROS DEL AUTOR: ralf bruggemann

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  • Model Reduction Methods for Vector Autoregressive Processes
    Ralf Brüggemann
    1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims’ (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of ’too many i...
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