The cointegrated VAR model : methodology and applications :: Katarina Juselius :: ISBN 9780199285679 :: Oxford University Press 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title The cointegrated VAR model : methodology and applications
Author Katarina Juselius
Publisher Oxford University Press
Publication date 2006
Publication location Oxford
Language English

Topics

Econometric models
Autoregression (Statistics)
Vector analysis
Cointegration

Catalogue Data

OBNB ID GBA667932
ISBN 10 0199285675
ISBN 13 9780199285679
Type BibliographicResource, Book
Dewey Classification 330.0151563

ISBD

P1053 xx, 457 p.
P1042 Includes bibliographical references (p. 425-437) and index.

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The cointegrated VAR model : methodology and applications by Katarina Juselius. ISBN 9780199285679. Published by Oxford University Press in 2006. Publication and catalogue information, links to buy online and reader comments.