Structural vector autoregressive analysis
Auteur :
Kilian, Lutz / Lütkepohl, Helmut
Éditeur :
Cambridge University Press
ISBN :
9781316647332
Date de publication :
23 nov. 2017
Dimensions :
22,7 x 15,1 x 4,1 cm
Poids :
1060 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.