Structural Analysis of Vector Autoregressive Models
Fuente:
arXiv
Salvato in:
| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866917581846216704 |
|---|---|
| author | Katsouris, Christis |
| author_facet | Katsouris, Christis |
| contents | This set of lecture notes discuss key concepts for the Structural Analysis of Vector Autoregressive models for the teaching of a course on Applied Macroeconometrics with Advanced Topics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_06402 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Structural Analysis of Vector Autoregressive Models Katsouris, Christis Econometrics This set of lecture notes discuss key concepts for the Structural Analysis of Vector Autoregressive models for the teaching of a course on Applied Macroeconometrics with Advanced Topics. |
| title | Structural Analysis of Vector Autoregressive Models |
| topic | Econometrics |
| url | https://arxiv.org/abs/2312.06402 |