Juselius, Katarina.
The cointegrated VAR model : methodology and applications /
Katarina Juselius.
- Oxford ; New York : Oxford University Press, 2006.
- 457 p. : ill.
HKBU library
YT2025 M10
0199285675 9780199285679 0199285667 9780199285662
Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.
HB141 / J96 C 2006