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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.
Författare
Klaus Neusser
Upplaga
Softcover Reprint of the Original 1st 2016 ed.
ISBN
9783319813875
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
30.5.2018
Sidor
409