Salīdzināt metodes

	Parastā mazāko kvadrātu (OLS) regresija	Vektora autoregresijas (VAR) modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	2019	2005
Autors	Wooldridge (textbook treatment); classical least squares	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tips	Linear regression	Multivariate time-series model
Pirmavots	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.
Citi nosaukumi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Saistītās	5	4
Kopsavilkums	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).