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- W4248705312 abstract "The staple of econometrics textbooks, the simultaneous equations model, is a multivariate model; and when the data are time series it becomes a multivariate time series model. John Geweke (1978) laid out the connection of the notation and standard assumptions of simultaneous equations modelling to the corresponding concepts in the theory of vector stochastic processes. Multivariate time series modelling of economic data is none the less a topic distinct from simultaneous equations modelling. We go on to discuss why such a distinction exists, the nature of it, and the prospects for making it less sharp." @default.
- W4248705312 created "2022-05-12" @default.
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- W4248705312 date "1987-01-01" @default.
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- W4248705312 title "Multivariate Time Series Models" @default.
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- W4248705312 doi "https://doi.org/10.1057/978-1-349-95121-5_947-1" @default.
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