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Klaus Neusser

Time Series Econometrics

Time Series Econometrics

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  • More about Time Series Econometrics

Format: Hardback
Length: 429 pages
Publication date: 21 May 2025
Publisher: Springer International Publishing AG

The second part of the text is devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics.


Dimension: 235 x 155 (mm)
ISBN-13: 9783031888373
Edition number: Second Edition 2025

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