Juselius, Katarina.

The cointegrated VAR model methodology and applications / [electronic resource] : Katarina Juselius. - Oxford ; New York : Oxford University Press, 2006. - xx, 457 p. : ill. - Advanced texts in econometrics . - Advanced texts in econometrics. .

Includes bibliographical references (p. 425-437) and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.





GBA667932 bnb

Uk


Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.


Electronic books.

HB141 / .J868 2006eb

330.01/51563