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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. 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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| To be released | November 23, 2026 |
| ISBN13 | 9783032196033 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 199 |
| Dimensions | 150 × 220 × 20 mm · 432 g (Weight (estimated)) |
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