Understanding Vector Autoregressions: A Guide for Researchers and Practitioners - Nektarios Michail - Books - Springer Nature Switzerland AG - 9783032196033 - July 21, 2026
In case cover and title do not match, the title is correct

Nektarios Michail
Understanding Vector Autoregressions: A Guide for Researchers and Practitioners

Get an email once the item is available
Do you have a profile? Log in
Get notified about new Nektarios Michail releases

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

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)
Released July 21, 2026
ISBN13 9783032196033
Publishers Springer Nature Switzerland AG
Pages 199
Dimensions 150 × 220 × 20 mm   ·   432 g   (Weight (estimated))

More from the same publisher

See all of Nektarios Michail ( e.g. Hardcover Book and Paperback Book )