Structural vector autoregressive analysis

Author(s)

• Kilian, Lutz
• Lütkepohl, Helmut

Bibliographic Information

Structural vector autoregressive analysis

Lutz Kilian, Helmut Lütkepohl

（Themes in modern econometrics）

Cambridge University Press, 2017

• : hardback
• : pbk

Note

Some copies have different pagination: xx, 735 p.

Includes bibliographical references (p. 673-712) and indexes

Details

• NCID: BB25138326
• ISBN:
  • 9781107196575
  • 9781316647332
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xx, 734 p.
• Size: 23 cm
• Classification:
  • DC23 : 330.01519536
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Autoregression (Statistics)
  • LCSH : Regression analysis
  • LCSH : Monetary policy -- Econometric models
• Parent Bibliography ID:
  • BA26056911