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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, November of 2017 ‧
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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.

Structural Vector Autoregressive Analysis

by Helmut (Freie Universitat Berlin) Lutkepohl e Lutz (University Of Michigan, Ann Arbor) Kilian

Property Description
ISBN: 9781107196575
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: November of 2017
Language: English
Dimensions: 152 x 228 x 20 mm
Cover: Hardcover
Pages: 754
Format: Book
Collection: Themes In Modern Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781107196575