Empirical Vector Autoregressive Modelling by Marius Ooms, 1994

Empirical Vector Autoregressive Modelling

Springer Verlag

Berlin, ISBN 3-540-57707-6

New York, ISBN 0-387-57707-6

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Reviews

• Empirical Vector Autoregressive Modeling (1994), review in Mathematical Reviews (1995)
• Empirical Vector Autoregressive Modeling (1994) (.dvi)
• Empirical Vector Autoregressive Modeling (1994) (ps)
• Empirical Vector Autoregressive Modeling (1994) (.pdf), from MathSciNet, Mathematical Reviews on the web

Data

• Chapter 5, French Macroeconomic data zipped in GiveWin/OxMetrics format
• Chapter 7, Dutch Macroeconomic data, zipped in GiveWin/OxMetrics format
• Chapter 5, data in Excel 2.1 format
• Chapter 7, data in Excel 2.1 format

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• Download full text .pdf (26 MB)