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Time 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. SARGENT
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Document Date: 2015-04-08 13:03:43


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