Open Journal of Statistics

Vol.2 No.3(2012), Paper ID 20669, 9 pages

DOI:10.4236/ojs.2012.23030

 

PC-VAR Estimation of Vector Autoregressive Models

 

Claudio Morana

 

Dipartimento di Economia Politica, Università di Milano Bicocca, Milano, Italy

 

Copyright © 2012 Claudio Morana et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


C. Morana, "PC-VAR Estimation of Vector Autoregressive Models," Open Journal of Statistics, Vol. 2 No. 3, 2012, pp. 251-259. doi: 10.4236/ojs.2012.23030.

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