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Cover of The Cointegrated VAR Model

The Cointegrated VAR Model

Methodology and Applications

by Katarina Juselius

OUP Oxford · 2007

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About this book

The Cointegrated VAR Model: Methodology and Applications by Katarina Juselius is a 480-page book published by OUP Oxford in 2007. It belongs to the Advanced texts in econometrics series.

The book deals with Cointegration, Econometric models, Autoregression (Statistics) and Vector analysis.

Book details

ISBN-13
9780199285679
ISBN-10
0199285675
Author
Katarina Juselius
Publisher
OUP Oxford
Published
2007
Series
Advanced texts in econometrics
Pages
480
Language
English
Condition
New

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