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auto-regressive distributed lag model
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auto-regressive distributed lag model
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理学
证券组合前沿
释
auto-regressive distributed lag model
自回归分布滞后模型
在动态经济模型中,一般包括有自回归模型和分布滞后模型两种。包含了内生变量滞后项的自回归模型。
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