Artículos relacionados a Structural Vector Autoregressive Analysis (Themes in...
Sinopsis
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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca de los autores
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).
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 97,69
EUR 18,97 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoComprar nuevo
Ver este artículo
EUR 201,00
EUR 5,17 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envío
Resultados de la búsqueda para Structural Vector Autoregressive Analysis (Themes in...
Imagen de archivo
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Publicado por
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Antiguo o usado
Tapa dura
Librería: Labyrinth Books, Princeton, NJ, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Very Good. Nº de ref. del artículo: 219156
Cantidad disponible: 2 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Publicado por
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9781107196575_new
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Publicado por
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: California Books, Miami, FL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: I-9781107196575
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis
Impresión bajo demandaLibrería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Brand New. 734 pages. 9.25x6.25x2.00 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __1107196574
Cantidad disponible: 1 disponibles
Imagen del vendedor
Structural Vector Autoregressive Analysis
Publicado por
Cambridge University Press, 2018
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Gebunden. Condición: 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. Nº de ref. del artículo: 447217152
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis (Hardcover)
Publicado por
Cambridge University Press, Cambridge, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: CitiRetail, Stevenage, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: 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. Nº de ref. del artículo: 9781107196575
Cantidad disponible: 1 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Publicado por
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: ABLIING23Mar2317530268436
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis
Publicado por
Cambridge University Press, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 1228. Nº de ref. del artículo: C9781107196575
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Structural Vector Autoregressive Analysis (Hardcover)
Publicado por
Cambridge University Press, Cambridge, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: Grand Eagle Retail, Mason, OH, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: 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. Nº de ref. del artículo: 9781107196575
Cantidad disponible: 1 disponibles
Imagen del vendedor
Structural Vector Autoregressive Analysis
Publicado por
Cambridge University Press, GB, 2017
ISBN 10: 1107196574
ISBN 13: 9781107196575
Nuevo
Tapa dura
Librería: Rarewaves.com UK, London, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: 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. Nº de ref. del artículo: LU-9781107196575
Cantidad disponible: Más de 20 disponibles