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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.
Forfatter
Klaus Neusser
Opplag
Softcover Reprint of the Original 1st 2016 ed.
ISBN
9783319813875
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
30.5.2018
Antall sider
409