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Structural Vector Autoregressive Analysis - Themes in Modern Econometrics Kilian, Lutz (University of Michigan, Ann Arbor)
Structural Vector Autoregressive Analysis - Themes in Modern Econometrics
Kilian, Lutz (University of Michigan, Ann Arbor)
Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
782 pages, 40 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 23, 2017 |
| ISBN13 | 9781107196575 |
| Publishers | Cambridge University Press |
| Pages | 754 |
| Dimensions | 157 × 235 × 45 mm · 1.14 kg |
| Language | English |