This example shows the estimation of a two-variable vector AR(1) error process for the Grunfeld model (Grunfeld 1960) using the %AR macro. First, the full model is ...
Transactions of the American Mathematical Society, Vol. 238 (Apr., 1978), pp. 45-55 (11 pages) Any analytic symplectic diffeomorphism $\Phi$ of a symplectic manifold ...