The Cointegrated VAR Model

by: Katarina Juselius

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The Cointegrated VAR Model

The Cointegrated VAR Model

By: Katarina Juselius

1 copy available

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Product Details

Category - Textbook/Educational Curriculum / College & Above

Format - Paperback

Condition - Like New

Listed - 8 months ago

Views - 2

Ships From - Maryland

Est. Publication Date - Feb 2007

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Overview

The Cointegrated VAR Model: Methodology and Applications

Publisher Description

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 implicati...

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