Structural Vector Autoregressive Analysis - Lutz Kilian,Helmut Lütkepohl
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This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
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Aprašymas
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Vairāk informācijas
| Autors | Lutz Kilian, Helmut Lütkepohl |
|---|---|
| Izdevējs | Cambridge University Press |
| Izlaides gads | 2019 |
| Vāka tips | Mīkstais vāks |
| EAN | 9781316647332 |