The cointegrated VAR model : methodology and applications /

This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. Its guiding principle is that good eco...

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Bibliographic Details

Main Author:	Juselius, Katarina
Format:	Book
Language:	English
Published:	Oxford ; New York : Oxford University Press, 2006.
Series:	Advanced texts in econometrics.
Subjects:	Econometric models. Autoregression (Statistics) Vector analysis. Cointegration.
Online Access:	Table of contents only