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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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 2, 2026 |
| ISBN13 | 9783032196033 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 199 |
| Dimensions | 150 × 220 × 20 mm · 432 g (Weight (estimated)) |
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