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Structural Vector Autoregressive Analysis

Language EnglishEnglish
Book Paperback
Book Structural Vector Autoregressive Analysis Lutz Kilian
Libristo code: 16021330
Publishers Cambridge University Press, November 2017
This book discusses the econometric foundations of structural vector autoregressive modeling, as use...
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This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

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About the book

Full name Structural Vector Autoregressive Analysis
Author Lutz Kilian, Helmut Lutkepohl
Language English
Binding Book - Paperback
Date of issue 2017
Number of pages 754
EAN 9781316647332
ISBN 9781316647332
Libristo code 16021330
Publishers Cambridge University Press
Weight 1064
Dimensions 153 x 228 x 41

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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