Chapter 6: The Relationship between VAR Models and other Macroeconometric Models
Chapter 7: A Historical Perspective on Causal Inference in Macroeconometrics
Chapter 12: Inference in Models Identified by Short-Run or Long-Run Restrictions
Chapter 14: Identification by Heteroskedasticity or Non-Gaussianity
Chapter 16: Structural VAR Analysis in a Data-Rich Environment
Chapter 19: Practical Issues Related to Trends, Seasonality, and Structural Change