Kilian, Lutz / Helmut Lütkepohl. Structural Vector Autoregressive Analysis. Cambridge University Press, 2019.
eng

Lutz Kilian / Helmut Lütkepohl

Structural Vector Autoregressive Analysis

  • Cambridge University Press
  • 2019
  • Taschenbuch
  • 756 Seiten
  • ISBN 9781316647332

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

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