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. |
|---|---|
| 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. |
Съдържание:
- Preface; Contents; I: Bridging economics and econometrics; II: Specifying the VAR model; III: Testing hypotheses on cointegration; IV: Identification; V: The I(2) model; VI: A methodological approach; Appendix A: The asymptotic tables for cointegration rank; Appendix B: A roadmap for writing an empirical paper; Bibliography; Index.