by Lutz Kilian (Author), Helmut Lütkepohl (Author)
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Format: Hardcover
Pages: 754
Publisher: Cambridge University Press
Published: 23 Nov 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575