Vector autoregressive models
Helmut Lütkepohl ()
Chapter 6 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 139-164 from Edward Elgar Publishing
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.
Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
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Working Paper: Vector Autoregressive Models (2011)
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