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Understanding Vector Autoregressions: A Guide for Researchers and Practitioners Nektarios Michail
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Understanding Vector Autoregressions: A Guide for Researchers and Practitioners
Nektarios Michail
color: black;">Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| To be released | July 21, 2026 |
| ISBN13 | 9783032196033 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 199 |
| Dimensions | 150 × 220 × 20 mm · 432 g (Weight (estimated)) |
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