Time series econometrics
Auteur :
Neusser, Klaus
Éditeur :
Springer International Publishing AG
ISBN :
9783031888403
Date de publication :
21 mai 2026
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The second part of the text is 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.