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Author
Juselius, Katarina.
Title
The cointegrated VAR model [electronic resource] : methodology and applications / Katarina Juselius.
Imprint
Oxford ; New York : Oxford University Press, 2006.
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Available to Pittsburg State University patrons only.
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Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xx, 457 p. : ill.
Series
Advanced texts in econometrics
Advanced texts in econometrics.
Bibliography
Includes bibliographical references (p. 425-437) and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.
Genre/Form
Electronic books.
Added Author
ProQuest (Firm)
ISBN
0199285675 (pbk.)
9780199285679 (pbk.)
0199285667 (hbk.)
9780199285662 (hbk.)
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