Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.
i.d.R. innert 7-14 Tagen versandfertig
Newsfeed | 
Facebook | 
Twitter
