Topics in Structural Var Econometrics
Author:   G. Amisano (University of Brescia, Italy) ,  C. Giannini (University of Pavia, Italy)
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2nd edition
ISBN:  

9783540619420


Pages:   194
Publication Date:   10 January 1997
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Our Price $224.27 Quantity:  
Add to Cart

Share |

Topics in Structural Var Econometrics


Add your own review!

Overview

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.

Full Product Details

Author:   G. Amisano (University of Brescia, Italy) ,  C. Giannini (University of Pavia, Italy)
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2nd edition
Weight:   0.400kg
ISBN:  

9783540619420


ISBN 10:   3540619429
Pages:   194
Publication Date:   10 January 1997
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

From VAR models to structural VAR models; identification analysis and FIML etsimation for the K-model; identification analysis and FIML etsimation for the C-model; identification analysis and FIML etsimation for the AB-model; impulse response analysis and forecast error variance decomposition in SVAR modelling; long run a priori information; deterministic components; cointegration; model selection in structural VAR analysis; the problem of non-fundamental representations; two applications of structural VAR analysis.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now