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.