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. |
| Резюме: |
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 into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the. common stochastic trends and the impulse response functions. - ;This valuable text provides a comprehensive introd. |
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| Физически характеристики: |
1 online resource (xx, 457 pages) : illustrations. |
| Библиография: |
Includes bibliographical references (pages 425-437) and index. |
| ISBN: |
9781429460248 1429460245 0191536555 9780191536557 9780199285679 0199285675 9780199285662 0199285667 |