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Set of Spherical Models

Chapter
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Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 16)

Abstract

When we try to explain the behaviour of a variable we distinguish between two groups of explanatory factors. In the first group, we include those factors which have a systematic effect on the variable. In the second group, we include those factors which jointly have no systematic effect on the variable. We call these two groups, systematic part and error term respectively.

Keywords

Covariance Matrix Unit Root Residual Vector White Noise Process Disturbance Vector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1989

Authors and Affiliations

  1. 1.University of ZaragozaSpain

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