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Descrizione libro PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9780199285679
Descrizione libro PF. Condizione: New. Codice articolo 6666-IUK-9780199285679
Descrizione libro Condizione: New. New. In shrink wrap. Looks like an interesting title! 2.1. Codice articolo Q-0199285675
Descrizione libro Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780199285679
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Descrizione libro PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9780199285679
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Descrizione libro Condizione: New. Buy with confidence! Book is in new, never-used condition. Codice articolo bk0199285675xvz189zvxnew
Descrizione libro Paperback. Condizione: new. Paperback. This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure aswell as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of theCopenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for theunderlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, witheconomic reality. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780199285679
Descrizione libro Paperback. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo think0199285675