EBOOK Cointegrated VAR Model Methodology and Applications - Katarina Juselius

EBOOK Cointegrated VAR Model Methodology and Applications
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Autor: Katarina Juselius

 Wydawnictwo: Oxford University Press
ISBN: 9780191622960
EAN: 41EB17E4EB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: ...
Data wydania: 2006
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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 modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions.

Książka "EBOOK Cointegrated VAR Model Methodology and Applications"
Katarina Juselius