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Can I read The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics) on EtoBox?
The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics) by Katarina Juselius is a business book available to read on EtoBox.
What is The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics) about?
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 implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochast
Who reads The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Katarina Juselius
- Publisher
- Oxford University Press, USA
- Published
- 2007
- Language
- EN
- ISBN
- 9780199285679
- Category
- business
- Subjects
- Business, Economics, Mathematical Economics
- Updated
- 2026-03-25
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