Abstract
In order to introduce the basic elements of Structural VAR Analysis, let us suppose that we can represent a set of n economic variables using a vector (a column vector) γ t of stochastic processes, jointly covariance stationary without any deterministic part and possessing a finite order (p) autoregressive representation.
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© 1992 Springer-Verlag Berlin Heidelberg
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Giannini, C. (1992). Introduction. In: Topics in Structural VAR Econometrics. Lecture Notes in Economics and Mathematical Systems, vol 381. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02757-8_1
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DOI: https://doi.org/10.1007/978-3-662-02757-8_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-55262-8
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