Articoli correlati a Structural Vector Autoregressive Analysis
Sinossi
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sugli autori
Lutz Kilian is Professor of Economics at the University of Michigan, Ann Arbor. Between 2001 and 2003 he served as an adviser to the European Central Bank in Frankfurt am Main, Germany. Professor Kilian has been a research visitor at the Federal Reserve Board, the Bank of Canada, the European Central Bank, and the International Monetary Fund. His work has appeared in Econometrica, the American Economic Review, and the Journal of Political Economy. He has served as associate editor of the Journal of Business and Economic Statistics, among other journals.
Helmut Lütkepohl has held professorial positions at Universität Hamburg, the Christian-Albrechts-Universität zu Kiel, Germany, the Humboldt-Universität zu Berlin, the European University Institute, Florence, and the Freie Universität Berlin. He has served as Dean of the Graduate Center of the Deutsches Institut für Wirtschaftsforschung, Berlin. He has published professional articles in Econometrica, the Journal of Econometrics, the Journal of Business and Economic Statistics, Econometric Theory, and the Journal of Applied Econometrics. He has also served as associate editor of the Journal of Econometrics, Econometric Theory, Macroeconomic Dynamics, the Journal of Applied Econometrics, and Econometric Reviews. He is the author of New Introduction to Multiple Time Series Analysis (2010).
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 193,30
EUR 10,34 per la spedizione da Regno Unito a Italia
Destinazione, tempi e costi
Risultati della ricerca per Structural Vector Autoregressive Analysis
Foto dell'editore
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Antico o usato
Rilegato
Da: Labyrinth Books, Princeton, NJ, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Codice articolo 219156
Quantitą: 1 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9781107196575_new
Quantitą: Pił di 20 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo I-9781107196575
Quantitą: Pił di 20 disponibili
Immagini fornite dal venditore
Structural Vector Autoregressive Analysis
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most ap. Codice articolo 447217152
Quantitą: Pił di 20 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis
Print on DemandDa: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Brand New. 734 pages. 9.25x6.25x2.00 inches. In Stock. This item is printed on demand. Codice articolo __1107196574
Quantitą: 1 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis (Hardcover)
Editore:
Cambridge University Press, Cambridge, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuovo
Rilegato
Da: CitiRetail, Stevenage, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration. Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9781107196575
Quantitą: 1 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Mar2317530268436
Quantitą: Pił di 20 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis
Print on DemandDa: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 1228. Codice articolo C9781107196575
Quantitą: Pił di 20 disponibili
Immagini fornite dal venditore
Structural Vector Autoregressive Analysis
Editore:
Cambridge University Press, GB, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuovo
Rilegato
Da: Rarewaves.com UK, London, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration. Codice articolo LU-9781107196575
Quantitą: Pił di 20 disponibili
Foto dell'editore
Structural Vector Autoregressive Analysis (Hardcover)
Editore:
Cambridge University Press, Cambridge, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuovo
Rilegato
Da: Grand Eagle Retail, Mason, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration. Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107196575
Quantitą: 1 disponibili