07350015%2E2014%2E898584
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A classical multivariate time series model VARMA (Vector Autoregressive Moving Average) can be used to analyze space time data, but it requires so many parameters.. Cliff and Ord
neural network model to estimate and to forecast the non-linear model for multivariate time series case.. The proposed model is Vector Autoregressive Neural Network (VAR-NN) which
If model ( 13 ) was estimated by OLS rather than WLS regression on the pooled data of periods 0 and t , then in the matched- items case the time dummy index would equal the