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