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Download The Cointegrated VAR Model: Methodology and Applications by Katarina Juselius in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About The Cointegrated VAR Model: Methodology and Applications
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 stochastic trends and the impulse response functions.
Detailed Information
| Author: | Katarina Juselius |
|---|---|
| Publication Year: | 2007 |
| ISBN: | 9780199285679 |
| Pages: | 478 |
| Language: | English |
| File Size: | 3.136 |
| Format: | |
| Price: | FREE |
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