Topics in structural VAR econometrics /

This monograph deals with the so-called Structural Vector Autoregressive (SVAR) approach, the most recent development of vector autoregressive econometric modeling. Three different types of models, which encompass all the models used so far in the SVAR applied literature, are analysed using a full-i...

Full description

Bibliographic Details

Main Author:	Giannini, Carlo, 1948-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, [1992]
Series:	Lecture notes in economics and mathematical systems ; 381.
Subjects:	Econometrics. Econometrie. Modellen. Économétrie. Autokorrelation. Regressionsanalyse. Ökonometrie. Electronic books.
Online Access:	Connect to the full text of this electronic book