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面板数据的向量自回归
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面板数据的向量自回归
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管理学
面板数据的向量自回归
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panel vector autoregression
面板数据的向量自回归
用所有当期变量对所有变量的若干滞后变量及外生变量进行回归的面板数据分析方法,简称PVAR。
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