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Empirical Vector Autoregressive Modeling
Marius Ooms
€ 122.76
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Description for Empirical Vector Autoregressive Modeling
Paperback. This monograph applies multivariate linear time series models to periodical economic data in order to describe important dynamic relationships between the variables. The text stresses practical applications and the selection of the correct analytical tools. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 395 pages, biography. BIC Classification: KCA; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 21. Weight in Grams: 609.
1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be ... Read more
1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be ... Read more
Product Details
Format
Paperback
Publication date
1994
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
395
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
382
Place of Publication
Berlin, Germany
ISBN
9783540577072
SKU
V9783540577072
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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