OUP Oxford
The Cointegrated VAR Model (English, Katarina Juselius)
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Product Description
About the Book
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 sho…
ISBN: 9780199285679
Book Specifications
| ISBN-13 | 9780199285679 |
| ISBN-10 | 0199285675 |
| Publisher | OUP Oxford |
| Category | OUP Oxford |
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