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Structural Vector Autoregressive Analysis
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Structural Vector Autoregressive Analysis

Lutz Kilian, Helmut Lütkepohl — 2017
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This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

In print

Bookshop.orgAmazonBook OutletWorld of BooksScholastic

Ebook

KoboAmazon

Audiobook

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Library

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