The cointegrated VAR model : methodology and applications /

This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. Its guiding principle is that good eco...

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Bibliographic Details
Main Author: Juselius, Katarina
Format: Book
Language:English
Published: Oxford : Oxford University Press, 2006
Series:Advanced texts in econometrics
Subjects: