Normal view MARC view ISBD view

Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago

By:

Maurin, Alain

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 1997Description: 24 pAction note:

1/30/09 JOYD

Summary: Presents the various VAR and state space models underlying the main results of literature. Points out their application in two directions viz. firstly conduts a competition based on a five variable system gathering time series from Trinidad and Tobago; secondly tackles their use to study dynamic interactions between the variables by means of impulse response function.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742ma(1997) (Browse shelf(Opens below))	Available	0000000027672

Presents the various VAR and state space models underlying the main results of literature. Points out their application in two directions viz. firstly conduts a competition based on a five variable system gathering time series from Trinidad and Tobago; secondly tackles their use to study dynamic interactions between the variables by means of impulse response function.

1/30/09 JOYD

There are no comments on this title.

to post a comment.

Back to results

1 Communicating manager : a guide to working effectively with people
by Dutfield, Mike
2 The Communicating Manager:
by Dutfield, Mike
3 Communicating manager : a guide to working effectively with people
by Dutfield, Mike
4 The Communicating Manager:
by Dutfield, Mike