Time series econometrics
Auteur :
Neusser, Klaus
Éditeur :
Springer International Publishing AG
ISBN :
9783319813875
Date de publication :
30 mai 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The second part of the text 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.