![Time series models / Signal processing / Econometrics / Vector autoregression / Control theory / Value at risk / Autoregressive model / Kalman filter Time series models / Signal processing / Econometrics / Vector autoregression / Control theory / Value at risk / Autoregressive model / Kalman filter](https://www.pdfsearch.io/img/3a093ec05dc3e09179a4d423ec041aef.jpg) Date: 2015-04-08 13:03:43Time series models Signal processing Econometrics Vector autoregression Control theory Value at risk Autoregressive model Kalman filter | | A, B,C’S (AND D)’S FOR UNDERSTANDING VARS JESÚS FERNÁNDEZ-VILLAVERDE UNIVERSITY OF PENNSYLVANIA, NBER, AND CEPR JUAN F. RUBIO-RAMÍREZ FEDERAL RESERVE BANK OF ATLANTA THOMAS J. SARGENTAdd to Reading ListSource URL: www.tomsargent.comDownload Document from Source Website File Size: 81,35 KBShare Document on Facebook
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