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Forventes på lager: 07-12-2006
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.
| Forlag | Oxford University Press |
| Forfatter | Katarina (Professor at the Institute of Economics Juselius |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 07-12-2006 |
| Første udgivelsesår | 2006 |
| Serie | Advanced Texts in Econometrics |
| Illustrationer | numerous tables, line drawings and mathematical examples |
| Originalsprog | United Kingdom |
| Sideantal | 480 |
| Indbinding | Hardback |
| Forlag | Oxford University Press |
| Sideoplysninger | 480 pages, numerous tables, line drawings and mathematical examples |
| Mål | 253 x 176 x 35 |
| ISBN-13 / EAN-13 | 9780199285662 |