The cointegrated VAR model : methodology and applications /

Main Author: Juselius, Katarina.
Format: Book
Language:English
Published: Oxford, England : Oxford University Press, 2006.
Subjects:
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020 |a 9780199285679 (pbk.) 
020 |a 0199285675 (pbk.) 
020 |a 9780199285662 (hbk.) 
040 |a DLC 
050 |a HB141  |b .J868 2006 
082 |2 22  |a 330.01/51563 
100 1 |a Juselius, Katarina. 
245 1 4 |a The cointegrated VAR model :  |b methodology and applications /  |c Katarina Juselius. 
260 1 4 |a Oxford, England :  |b Oxford University Press,  |c 2006. 
300 1 4 |a xx, 457 p. :  |b ill. ;  |c 25 cm. 
504 1 4 |a Includes bibliographical references (p. 425-437) and index. 
650 1 4 |a Econometric models 
650 1 4 |a Autoregression (Statistics) 
650 1 4 |a Vector analysis 
650 1 4 |a Cointegration 
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