Empirical Vector Autoregressive Modeling

Name: Empirical Vector Autoregressive Modeling
Availability: OutOfStock
ISBN: 9780387577074

ISBN-10: 0387577076

List price: $75.95

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List price: $75.95
Publisher: Springer
Binding: Paperback
Pages: 382
Size: 6.25" wide x 9.25" long x 1.00" tall
Weight: 1.144
Language: English



List of figures


List of tables



Introduction



The Unrestricted VAR and its components



Data Analysis by Vector Autoregression



Seasonality



Outliers



Restrictions on the VAR



Applied VAR Analysis for Aggregate Investment


Summary


References


Name index


Subject index