The cointegrated VAR model methodology and applications /

Juselius, Katarina.

The cointegrated VAR model methodology and applications / [electronic resource] : Katarina Juselius. - Oxford ; New York : Oxford University Press, 2006. - xx, 457 p. : ill. - Advanced texts in econometrics . - Advanced texts in econometrics. .

Includes bibliographical references (p. 425-437) and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.





GBA667932 bnb

Uk


Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.


Electronic books.

HB141 / .J868 2006

330.01/51563