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The Cointegrated VAR Model: Methodology and Applications - Advanced Texts in Econometrics Juselius, Katarina (Professor at the Institute of Economics, University of Copenhagen)
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The Cointegrated VAR Model: Methodology and Applications - Advanced Texts in Econometrics
Juselius, Katarina (Professor at the Institute of Economics, University of Copenhagen)
Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.
480 pages, numerous tables, line drawings and mathematical examples
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 7, 2006 |
| ISBN13 | 9780199285679 |
| Publishers | Oxford University Press |
| Pages | 478 |
| Dimensions | 171 × 245 × 28 mm · 776 g |
| Language | English |
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