Structural Vector Autoregressive Analysis - Lutz Kilian,Helmut Lütkepohl
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Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and eva ... Full description
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Description
More Information
| Author | Lutz Kilian, Helmut Lütkepohl |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2018 |
| Cover type | Hardcover |
| EAN | 9781107196575 |