The Cointegrated VAR Model
Katarina (Professor at the Institute of Economics, University of Copenhagen) Juselius
Oxford University Press, 2006
318,75 €On orderDelivery: 2-3 weeks
Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.
- ISBN-13
- 9780199285662
- ISBN-10
- 0199285667
- Publisher
- Oxford University Press
- Year
- 2006
- Publication date
- 2006-12-07
- Pages
- 480
- Dimensions
- 253x176x35
- Weight
- 998