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Time Series Econometrics

by Klaus Neusser
language: english
Publisher: Springer International Publishing AG, May of 2025 ‧
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The second part of the text is 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.

Time Series Econometrics

by Klaus Neusser

Property Description
ISBN: 9783031888373
Publisher: Springer International Publishing AG
Release Date: May of 2025
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 429
Format: Book
Collection: Springer Texts In Business And Economics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783031888373

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