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Structural Vector Autoregressive Analysis

Lutz Kilian and Helmut Lütkepohl

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

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Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

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Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

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Length: 757 pages

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