The cointegrated VAR model : methodology and applications /
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights...
| Основен автор: | Juselius, Katarina. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Oxford ; New York :
Oxford University Press,
2006.
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| Серия: |
Advanced texts in econometrics.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=186625 |
| Подобни документи: |
Print version::
Cointegrated VAR model. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=186625 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
HB141 .J868 2006eb |
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