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Time Series Econometrics
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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.
Kirjailija
Klaus Neusser
Painos
Softcover Reprint of the Original 1st 2016 ed.
ISBN
9783319813875
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
30.5.2018
Sivumäärä
409