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, c2006

Note

"This book has been printed digitally and produced in a standard specification in order to ensure its continuing availability"--T.p. verso

Bibliography: p. 425-437

Includes index

Details

• NCID: BB08160919
• ISBN:
  • 9780199285662
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xx, 457 p.
• Size: 26 cm
• Classification:
  • DC22 : 330.01/51563
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Autoregression (Statistics)
  • LCSH : Vector analysis
  • LCSH : Cointegration
• Parent Bibliography ID:
  • BA12388775