Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Vector_autoregression> ?p ?o }
- Vector_autoregression abstract "The vector autoregression (VAR) is an econometric model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregressive model (AR model) by allowing for more than one evolving variable. All variables in a VAR are treated symmetrically in a structural sense (although the estimated quantitative response coefficients will not in general be the same); each variable has an equation explaining its evolution based on its own lags and the lags of the other model variables. VAR modeling does not require as much knowledge about the forces influencing a variable as do structural models with simultaneous equations: The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally.".
- Vector_autoregression wikiPageExternalLink bocode.html.
- Vector_autoregression wikiPageID "2399016".
- Vector_autoregression wikiPageLength "17715".
- Vector_autoregression wikiPageOutDegree "71".
- Vector_autoregression wikiPageRevisionID "673984275".
- Vector_autoregression wikiPageWikiLink Autocorrelation.
- Vector_autoregression wikiPageWikiLink Autoregressive_model.
- Vector_autoregression wikiPageWikiLink Bayesian_vector_autoregression.
- Vector_autoregression wikiPageWikiLink Category:Econometrics.
- Vector_autoregression wikiPageWikiLink Category:Multivariate_time_series_analysis.
- Vector_autoregression wikiPageWikiLink Category:Time_series_models.
- Vector_autoregression wikiPageWikiLink Christopher_A._Sims.
- Vector_autoregression wikiPageWikiLink Cointegration.
- Vector_autoregression wikiPageWikiLink Control_theory.
- Vector_autoregression wikiPageWikiLink Convergent_cross_mapping.
- Vector_autoregression wikiPageWikiLink Correlation.
- Vector_autoregression wikiPageWikiLink Correlation_and_dependence.
- Vector_autoregression wikiPageWikiLink Covariance.
- Vector_autoregression wikiPageWikiLink Covariance_matrix.
- Vector_autoregression wikiPageWikiLink Demand_shock.
- Vector_autoregression wikiPageWikiLink EViews.
- Vector_autoregression wikiPageWikiLink Econometric_model.
- Vector_autoregression wikiPageWikiLink Econometrics.
- Vector_autoregression wikiPageWikiLink Endogeneity_(econometrics).
- Vector_autoregression wikiPageWikiLink Error.
- Vector_autoregression wikiPageWikiLink Error_correction_model.
- Vector_autoregression wikiPageWikiLink Errors_and_residuals.
- Vector_autoregression wikiPageWikiLink Errors_and_residuals_in_statistics.
- Vector_autoregression wikiPageWikiLink Estimator.
- Vector_autoregression wikiPageWikiLink Expected_value.
- Vector_autoregression wikiPageWikiLink Forecasting.
- Vector_autoregression wikiPageWikiLink GDP.
- Vector_autoregression wikiPageWikiLink General_matrix_notation_of_a_VAR(p).
- Vector_autoregression wikiPageWikiLink Granger_causality.
- Vector_autoregression wikiPageWikiLink Gretl.
- Vector_autoregression wikiPageWikiLink Gross_domestic_product.
- Vector_autoregression wikiPageWikiLink Identity_matrix.
- Vector_autoregression wikiPageWikiLink Impulse_response.
- Vector_autoregression wikiPageWikiLink Independence_(probability_theory).
- Vector_autoregression wikiPageWikiLink Indirect_tax.
- Vector_autoregression wikiPageWikiLink Inference.
- Vector_autoregression wikiPageWikiLink Kronecker_product.
- Vector_autoregression wikiPageWikiLink Lag_operator.
- Vector_autoregression wikiPageWikiLink Linear.
- Vector_autoregression wikiPageWikiLink Linearity.
- Vector_autoregression wikiPageWikiLink Macroeconomic.
- Vector_autoregression wikiPageWikiLink Macroeconomics.
- Vector_autoregression wikiPageWikiLink Main_diagonal.
- Vector_autoregression wikiPageWikiLink Matrix_(mathematics).
- Vector_autoregression wikiPageWikiLink Maximum_likelihood.
- Vector_autoregression wikiPageWikiLink Maximum_likelihood_estimator.
- Vector_autoregression wikiPageWikiLink Order_of_integration.
- Vector_autoregression wikiPageWikiLink Ordinary_least_squares.
- Vector_autoregression wikiPageWikiLink Parameter_identification_problem.
- Vector_autoregression wikiPageWikiLink Positive-definite_matrix.
- Vector_autoregression wikiPageWikiLink R_(programming_language).
- Vector_autoregression wikiPageWikiLink Regression_Analysis_of_Time_Series.
- Vector_autoregression wikiPageWikiLink Regression_analysis_of_time_series.
- Vector_autoregression wikiPageWikiLink Right_hand_side.
- Vector_autoregression wikiPageWikiLink Sample_(statistics).
- Vector_autoregression wikiPageWikiLink Serial_correlation.
- Vector_autoregression wikiPageWikiLink Sides_of_an_equation.
- Vector_autoregression wikiPageWikiLink Simultaneous_equations_model.
- Vector_autoregression wikiPageWikiLink Stata.
- Vector_autoregression wikiPageWikiLink Statistical_independence.
- Vector_autoregression wikiPageWikiLink Statistics.
- Vector_autoregression wikiPageWikiLink Structural_equation_modeling.
- Vector_autoregression wikiPageWikiLink Supply_shock.
- Vector_autoregression wikiPageWikiLink System_identification.
- Vector_autoregression wikiPageWikiLink Tax_revenue.
- Vector_autoregression wikiPageWikiLink Tax_revenues.
- Vector_autoregression wikiPageWikiLink Time_series.
- Vector_autoregression wikiPageWikiLink Variance.
- Vector_autoregression wikiPageWikiLink Variance_decomposition.
- Vector_autoregression wikiPageWikiLink Variance_decomposition_of_forecast_errors.
- Vector_autoregression wikiPageWikiLink Vector_space.
- Vector_autoregression wikiPageWikiLink Vectorization_(mathematics).
- Vector_autoregression wikiPageWikiLink Y-intercept.
- Vector_autoregression wikiPageWikiLinkText "VAR modelling".
- Vector_autoregression wikiPageWikiLinkText "VAR".
- Vector_autoregression wikiPageWikiLinkText "Vector Auto Regression".
- Vector_autoregression wikiPageWikiLinkText "Vector Autoregressions".
- Vector_autoregression wikiPageWikiLinkText "Vector autoregression".
- Vector_autoregression wikiPageWikiLinkText "Vector autoregression#Structural vs. reduced form".
- Vector_autoregression wikiPageWikiLinkText "structural VAR estimation".
- Vector_autoregression wikiPageWikiLinkText "structural vector autoregressions".
- Vector_autoregression wikiPageWikiLinkText "vector autoregression".
- Vector_autoregression wikiPageWikiLinkText "vector autoregressive model".
- Vector_autoregression hasPhotoCollection Vector_autoregression.
- Vector_autoregression wikiPageUsesTemplate Template:Citation_needed.
- Vector_autoregression wikiPageUsesTemplate Template:Cite_book.
- Vector_autoregression wikiPageUsesTemplate Template:Economics.
- Vector_autoregression wikiPageUsesTemplate Template:Main.
- Vector_autoregression wikiPageUsesTemplate Template:More_footnotes.
- Vector_autoregression wikiPageUsesTemplate Template:No_footnotes.
- Vector_autoregression wikiPageUsesTemplate Template:Reflist.
- Vector_autoregression wikiPageUsesTemplate Template:Statistics.
- Vector_autoregression subject Category:Econometrics.
- Vector_autoregression subject Category:Multivariate_time_series_analysis.