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Cointegrated Var Model eBook

Methodology And Applications

by Katarina Juselius
language: english
Publisher: OUP Oxford, December of 2006 ‧
59,61€
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Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.

Cointegrated Var Model

Methodology And Applications

by Katarina Juselius

Property Description
ISBN: 9780191536557
Publisher: OUP Oxford
Release Date: December of 2006
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Advance Text In Econometrics Serie Ate C
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9780191536557