BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Stock photo: cover may vary

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics) 2017

by Kilian, Lutz; Lütkepohl, Helmut

Add to wish list

Reader reviews for Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

From the publisher

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.

Details

  • Title Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
  • Author Kilian, Lutz; Lütkepohl, Helmut
  • Binding unknown
  • Pages 734
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2017-10
  • ISBN 9781316647332

More Copies for Sale

Structural Vector Autoregressive Analysis

Structural Vector Autoregressive Analysis

by Lutz Kilian

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
10
Seller
Item price
NZ$165.99
NZ$23.50 Delivery to USA

Show details

Description:
Paperback / softback. New. 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.
Add to wish list
Item price
NZ$165.99
NZ$23.50 Delivery to USA
Structural Vector Autoregressive Analysis

Structural Vector Autoregressive Analysis

by Lutz Kilian

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
384
Seller
Item price
NZ$171.18
NZ$18.87 Delivery to USA

Show details

Description:
Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 research
Add to wish list
Item price
NZ$171.18
NZ$18.87 Delivery to USA
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Stock photo: cover may vary

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

by Kilian, Lutz

  • Used
  • Paperback
Condition
Used
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
1
Seller
Item price
NZ$140.44
Free Delivery to USA

Show details

Description:
Cambridge University Press, 2017-11-23. paperback. Used: Good. 6.00x1.89x9.00. Buy with confidence. Excellent Customer Service & Return policy.
Add to wish list
Item price
NZ$140.44
Free Delivery to USA
Structural Vector Autoregressive Analysis
Stock photo: cover may vary

Structural Vector Autoregressive Analysis

by Kilian, Lutz; LüTkepohl, Helmut,

  • Used
Condition
New
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
5
Seller
Item price
NZ$160.95
NZ$7.16 Delivery to USA

Show details

Description:
like new.
Add to wish list
Item price
NZ$160.95
NZ$7.16 Delivery to USA
Structural Vector Autoregressive Analysis
Stock photo: cover may vary

Structural Vector Autoregressive Analysis

by Kilian, Lutz; LüTkepohl, Helmut,

  • New
Condition
New
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
5
Seller
Item price
NZ$166.28
NZ$7.16 Delivery to USA

Show details

Description:
new.
Add to wish list
Item price
NZ$166.28
NZ$7.16 Delivery to USA
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Stock photo: cover may vary

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

by Kilian, Lutz

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
1
Seller
Item price
NZ$173.46
Free Delivery to USA

Show details

Description:
Cambridge University Press, 2017-11-23. paperback. New. 6.00x1.89x9.00. Buy with confidence. Excellent Customer Service & Return policy.
Add to wish list
Item price
NZ$173.46
Free Delivery to USA
Structural Vector Autoregressive Analysis
Stock photo: cover may vary

Structural Vector Autoregressive Analysis

by Kilian, Lutz/ Lu¨tkepohl, Helmut

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
2
Seller
Item price
NZ$244.04
NZ$35.43 Delivery to USA

Show details

Description:
Cambridge Univ Pr, 2017. Paperback. New. 734 pages. 9.00x6.00x1.75 inches.
Add to wish list
Item price
NZ$244.04
NZ$35.43 Delivery to USA
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
Stock photo: cover may vary

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

by Lütkepohl, Helmut

  • Used
  • Good
  • Paperback
Condition
Good
Binding
Paperback
ISBN 10 / ISBN 13
9781316647332 / 1316647331
Quantity available
1
Seller
Item price
NZ$219.32
Free Delivery to USA

Show details

Description:
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Add to wish list
Item price
NZ$219.32
Free Delivery to USA