Structural Vector Autoregressive Analysis - Lutz Kilian,Helmut Lütkepohl
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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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Description
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
More Information
| Author | Lutz Kilian, Helmut Lütkepohl |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2019 |
| Cover type | Softcover |
| EAN | 9781316647332 |