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Understanding Vector Autoregressions: A Guide for Researchers and Practitioners Nektarios Michail
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Understanding Vector Autoregressions: A Guide for Researchers and Practitioners
Nektarios Michail
The book offers a concise, accessible guide to Vector Autoregression (VAR) models. VAR model extensions such as Local Projections, Cointegration (Vector Error Correction), and Bayesian Models are also included, offering examples to that aim to assist practitioners.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de noviembre de 2026 |
| ISBN13 | 9783032196033 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 199 |
| Dimensiones | 150 × 220 × 20 mm · 432 g (Peso (estimado)) |
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