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Vector autoregressive models

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text.
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The rise of a forgotten model

Nature Reviews Molecular Cell Biology, 2019
exaly  

Compound Autoregressive Models

2001
Serge Darolles   +2 more
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