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Understanding Vector Autoregressions: A Guide for Researchers and Practitioners Nektarios Michail
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発送予定日 年12月1日 - 年12月4日
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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. Starting with data preparation, the book demonstrates how VAR models are estimated, the criteria for selecting the number of lags and how the researcher should use model diagnostics.
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| 発売予定 | 2026年11月23日 |
| ISBN13 | 9783032196033 |
| 出版社 | Springer Nature Switzerland AG |
| ページ数 | 199 |
| 寸法 | 150 × 220 × 20 mm · 432 g (重量（概算）) |
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