Talk:Vector autoregression

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[edit] Related Topics

I think Vector ARMA (VARMA) and cointegration models should be mentioned as generalizations of VAR models

[edit] Structured versus Structural

A requested article is SVAR, or Structured Vector Autoregression. Is this the same as Structural VAR? It's unclear. Thanks. — RJH (talk) 22:19, 19 December 2006 (UTC)

Same thing (although the usual form is structural, as in structural model). You could make a redirect for the moment AdamSmithee 09:24, 20 December 2006 (UTC)