The cointegrated VAR model : methodology and applications

Author(s)

• Juselius, Katarina

Bibliographic Information

The cointegrated VAR model : methodology and applications

Katarina Juselius

（Advanced texts in econometrics）

Oxford University Press, 2006

• : hbk
• : pbk

Note

"Reprinted 2007 (with corrections), 2008" -- T.p. verso

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

Details

• NCID: BA79817528
• ISBN:
  • 9780199285662
  • 9780199285679
• LCCN: 2006027557
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xx, 457 p.
• Size: 25 cm
• Classification:
  • LCC : HB141
  • DC22 : 330.01/51563
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Autoregression (Statistics)
  • LCSH : Vector analysis
  • LCSH : Cointegration
• Parent Bibliography ID:
  • BA12388775