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Hardcover Multivariate Analysis: Methods and Applications Book

ISBN: 0471083178

ISBN13: 9780471083177

Multivariate Analysis: Methods and Applications

Structural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard "black box" approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework...

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