The cointegrated VAR model : methodology and applications / / Katarina Juselius.
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Superior document: | Advanced texts in econometrics |
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Year of Publication: | 2006 |
Language: | English |
Series: | Advanced texts in econometrics.
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Online Access: | |
Physical Description: | xx, 457 p. :; ill. |
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Bibliography: | Includes bibliographical references (p. 425-437) and index. |
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ISBN: | 0199285675 (pbk.) 9780199285679 (pbk.) 0199285667 (hbk.) 9780199285662 (hbk.) |
Hierarchical level: | Monograph |
Statement of Responsibility: | Katarina Juselius. |