2003•Unpublished venueRequires access
Vector Autoregressive Models for Multivariate Time Series
Eric Zivot, Jiahui Wang
Open publisher page 239 citations
Abstract
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Eric Zivot, Jiahui Wang
Abstract
An abstract is not available in the OpenAlex record for this paper.
OpenAlex reports 239 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Autoregressive model, Univariate, Multivariate statistics, Vector autoregression, STAR model, Series (stratigraphy), Time series, Econometrics