The Cointegrated VAR Model: Methodology and Applications (Bog, Hardback, Engelsk)

The Cointegrated VAR Model: Methodology and Applications

(Bog, Hardback, Engelsk)

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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.

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Alle detaljer

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