KATARINA JUSELIUS
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EBOOK Cointegrated VAR Model Methodology and Applications

EBOOK Cointegrated VAR Model Methodology and Applications

4.00

Autor: Katarina Juselius

Wydawnictwo: Oxford University Press
ISBN: 9780191622960
Kategoria: Pozostałe
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...
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EBOOK Cointegrated VAR Model
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