Structural Vector Autoregressive Analysis - Lutz Kilian,Helmut Lütkepohl
-25% koodilla BOOKS
Toimitus 17-23 arkipäivässä
30 päivän palautusoikeus
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and eva ... Täydellinen kuvaus
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Kuvaus
Lisätietoja
| Kirjoittaja | Lutz Kilian, Helmut Lütkepohl |
|---|---|
| Julkaisija | Cambridge University Press |
| Julkaisuvuosi | 2018 |
| Kannen tyyppi | Kovakantinen |
| EAN | 9781107196575 |