Time Series Econometrics
Klaus Neusser
Springer International Publishing AG, 2018
121,95 €On orderDelivery: 2-3 weeks
The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics.
- ISBN-13
- 9783319813875
- ISBN-10
- 3319813870
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-05-30
- Pages
- 409
- Dimensions
- 155x234x27
- Weight
- 664