Code: 16020139
Structural Vector Autoregressive Analysis
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: Hardback
- Number of pages: 754
Publisher: Cambridge University Press, 2017
- More about this
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Book synopsis
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Book details
Book category Books in English Economics, finance, business & management Economics Econometrics
206.74 €
- Full title: Structural Vector Autoregressive Analysis
- Author: Lutz Kilian, Helmut Lutkepohl
- Language: English
- Binding: Hardback
- Number of pages: 754
- EAN: 9781107196575
- ISBN: 9781107196575
- ID: 16020139
- Publisher: Cambridge University Press
- Weight: 1140 g
- Dimensions: 235 × 157 × 45 mm
- Date of publishing: 23. November 2017
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