Empirical Vector Autoregressive Modeling

by Marius Ooms

1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself...

• Format: Paperback
• Language: English
• ISBN: 3540577076
• ISBN13: 9783540577072
• Release Date: March 1994
• Publisher: Springer
• Length: 382 Pages
• Weight: 1.24 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"