The cointegrated VAR model
Subtitle: methodology and applications
By: Katarina Juselius.
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 2006
Place of publication: Oxford; New York
Language: eng
Number of pages: 457
ISBN-13: 9780199285679; 9780199285662
Subjects: Econometric models; Autoregression (Statistics); Vector analysis; Cointegration
Notes: Includes bibliographical references (p. 425-437) and index.