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.
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.
EUR 4,50 per la spedizione da Germania a Italia
Destinazione, tempi e costiEUR 11,45 per la spedizione da Regno Unito a Italia
Destinazione, tempi e costiDa: medimops, Berlin, Germania
Condizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Codice articolo M01316647331-V
Quantitą: 1 disponibili
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
Broschiert. Condizione: Gut. 734 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1050. Codice articolo 2203492
Quantitą: 3 disponibili
Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 734 pages. 9.00x6.00x1.75 inches. In Stock. This item is printed on demand. Codice articolo __1316647331
Quantitą: 1 disponibili
Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9781316647332_new
Quantitą: Pił di 20 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9781316647332
Quantitą: Pił di 20 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 29131056-n
Quantitą: Pił di 20 disponibili
Da: Bookies books, Boyanup, WA, Australia
Soft cover. Condizione: Very Good. No Jacket. Book condition is very good, Soft cover. No dust jacket. Published 2018. Book boards clean front and back of the book. Book block clean and unmarked all sides of the book. Spine intact. Text body clean and unmarked throughout the book. Over-all a great and neat copy. Extra charges for over-sea shipping as the book weight is over 500grams. Actual weight is 1.096Kg. See photo. The book provides a comprehensive review of structural vector autoregressive (VAR) models, which are essential tools for empirical research in macroeconomics, finance, and related fields. It discusses various structural VAR approaches, their pros and cons, and offers guidance on modelling choices, estimation methods, and evaluation of these models. Codice articolo ABE-1724246321705
Quantitą: 1 disponibili
Da: moluna, Greven, Germania
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 168122555
Quantitą: Pił di 20 disponibili
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 29131056-n
Quantitą: Pił di 20 disponibili
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 1144. Codice articolo C9781316647332
Quantitą: Pił di 20 disponibili