Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

by Lutz Kilian (Author), Helmut Lütkepohl (Author)

Synopsis

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

$193.38

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 754
Publisher: Cambridge University Press
Published: 23 Nov 2017

ISBN 10: 1107196574
ISBN 13: 9781107196575