Estimation of Time-Varying Multi-Variate Vector Auto-Regressive Models Based on the Methods of Segmentation of Time Series and Their Applications to the Analysis of Monatary Shock Analysis

Jazyk:	japonština
Rok vydání:	2015
Předmět:	時系列区分化手法 AR係数 自己回帰係数 多変量ベクトル自己回帰モデル Methods of Segmentation of Time Series VARモデル Auto-Regressive coefficient 金融政策ショック Monatary Shock Vector Auto-Regressive model
Zdroj:	經濟學研究. 82(1):47-68
ISSN:	0022-975X
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=jairo_______::040a655b64dec2f86f39a03d4e329df2 http://hdl.handle.net/2324/1522395 Zobrazit plný text záznamu