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Structural Vector Autoregressive Analysis
Engelsk
Bogcover for Structural Vector Autoregressive Analysis af Helmut Lutkepohl, Lutz Kilian, 9781316647332
Specifikationer
Sprog:
Engelsk
Sider:
754
ISBN-13:
9781316647332
Indbinding:
Paperback
ISBN-10:
1316647331
Udg. Dato:
23 nov 2017
Størrelse i cm:
22,8 x 15,3 x 4,1
Oplagsdato:
23 nov 2017
Forfatter(e):

Structural Vector Autoregressive Analysis

Engelsk
Paperback 2017
Format:

Bog beskrivelse
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader''s understanding of the methods in question and their assumptions. Empirical examples are provided for illustration.
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Specifikationer
Sprog:
Engelsk
Sider:
754
ISBN-13:
9781316647332
Indbinding:
Paperback
ISBN-10:
1316647331
Udg. Dato:
23 nov 2017
Størrelse i cm:
22,8 x 15,3 x 4,1
Oplagsdato:
23 nov 2017
Forfatter(e):
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