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| Παλινδρόμηση Ελαχίστων Τετραγώνων (OLS)× | Μοντέλο Αυτοπαλινδρόμησης Διανυσμάτων (VAR)× | |
|---|---|---|
| Πεδίο | Οικονομετρία | Οικονομετρία |
| Οικογένεια | Regression model | Regression model |
| Έτος προέλευσης≠ | 2019 | 2005 |
| Δημιουργός≠ | Wooldridge (textbook treatment); classical least squares | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| Τύπος≠ | Linear regression | Multivariate time-series model |
| Θεμελιώδης πηγή≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| Εναλλακτικές ονομασίες | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| Συναφείς≠ | 5 | 4 |
| Σύνοψη≠ | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005). |
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