태그
입력된 태그 정보가 없습니다.
소장자료
부가정보
1. Introduction
2. Vector autoregressive models
3. Vector error correction models
4. Structural VAR tools
5. Bayesian VAR analysis
6. The relationship between VAR models and other macroeconometric models
7. A historical perspective on causal inference in macroeconometrics
8. Identification by short-run restrictions
9. Estimation subject to short-run restrictions
10. Identification by long-run restrictions
11. Estimation subject to long-run restrictions
12. Inference in models identified by short-run or long-run restrictions
13. Identification by sign restrictions
14. Identification by heteroskedasticity or non-gaussianity
15. Identification based on extraneous data
16. Structural VAR analysis in a data-rich environment
17. Nonfundamental shocks
18. Nonlinear structural VAR models
19. Practical issues related to trends, seasonality, and structural change
References
Index.
서평