Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

by Lutz Kilian (Author)

Synopsis

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

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Quantity

10 in stock

More Information

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

ISBN 10: 1316647331
ISBN 13: 9781316647332