Structural Vector Autoregressive Analysis 1
bokomslag Structural Vector Autoregressive Analysis
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Structural Vector Autoregressive Analysis

Lutz Kilian • Helmut Lutkepohl • Lutz Kilian • Helmut Lütkepohl

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  • 754 sidor
  • 2017
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.
  • Författare: Lutz Kilian, Helmut Lutkepohl, Lutz Kilian, Helmut Lütkepohl
  • Format: Pocket/Paperback
  • ISBN: 9781316647332
  • Språk: Engelska
  • Antal sidor: 754
  • Utgivningsdatum: 2017-11-23
  • Förlag: Cambridge University Press

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