The cointegrated VAR model [electronic resource] : methodology and applications / Katarina Juselius.

By: Juselius, KatarinaContributor(s): ProQuest (Firm)Material type: TextTextSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, 2006Description: xx, 457 p. : illSubject(s): Econometric models | Autoregression (Statistics) | Vector analysis | CointegrationGenre/Form: Electronic books.DDC classification: 330.01/51563 LOC classification: HB141 | .J868 2006Online resources: Click to View
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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.

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