Code: 16021330

Structural Vector Autoregressive Analysis

Name: Structural Vector Autoregressive Analysis
Brand: Cambridge University Press
SKU: 16021330
Price: 82.50 EUR
Availability: InStock
Author: Lutz Kilian
ISBN: 9781316647332

by Lutz Kilian, Helmut Lutkepohl

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

Language: English
Binding: Paperback
Number of pages: 754
Publisher: Cambridge University Press, 2017
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This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.