Browsing Workshops 2010 by Workshop Code "1003c"
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1003c - Mini-Workshop: Semiparametric Modelling of Multivariate Economic Time Series With Changing Dynamics [OWR-2010-5] (2010) - (17 Jan - 23 Jan 2010)Modelling multivariate time series of possibly high dimension calls for appropriate dimension-reduction, e.g. by some factor modelling, additive modelling, or some simplified parametric structure for the dynamics (i.e. the ...