Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
by Lutz Kilian, Helmut Lütkepohl
An authoritative resource on structural vector autoregressive models, offering essential theory and methods for econometric analysis of time series data.
About This Book
This book provides an in-depth treatment of structural vector autoregressive analysis within the field of econometrics.
It covers the theoretical foundations and practical implementation of SVAR models for time series data.
Readers will gain understanding of identification strategies and estimation techniques used in macroeconomic analysis.
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