Time Series Econometrics

The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics.

• | Author: Klaus Neusser
• | Publisher: Springer International Publishing AG
• | Publication Date: Jun 21, 2016
• | Number of Pages:
• | Language:
• | Binding: Hardback
• | ISBN-13: 9783319328614
• | ISBN-10: 3319328611