Structural Vector Autoregressive Analysis
Helmut (Freie Universitat Berlin) Lutkepohl, Lutz (University of Michigan, Ann Arbor) Kilian
Cambridge University Press, 2017
102,50 €On orderDelivery: 2-3 weeks
Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
- ISBN-13
- 9781316647332
- ISBN-10
- 1316647331
- Publisher
- Cambridge University Press
- Year
- 2017
- Publication date
- 2017-11-23
- Pages
- 754
- Dimensions
- 228x153x41
- Weight
- 1114