Items related to Topics in Structural Var Econometrics

Topics in Structural Var Econometrics - Hardcover

Amisano, G.; Giannini, C.

 
9783540619420: Topics in Structural Var Econometrics

Synopsis

This text provides an approach to the identification and the estimation of structural VAR models. The role of deterministic variables and the connection with the concept of cointegration is discussed at length. A critical evaluation of the problem of non-fundamental representations and of their relevance on the intretation of the results of structural VAR analysis is given. Applied examples are also provided throughout.

"synopsis" may belong to another edition of this title.

Synopsis

This text provides an approach to the identification and the estimation of structural VAR models. The role of deterministic variables and the connection with the concept of cointegration is discussed at length. A critical evaluation of the problem of non-fundamental representations and of their relevance on the intretation of the results of structural VAR analysis is given. Applied examples are also provided throughout.

"About this title" may belong to another edition of this title.