The Resource The cointegrated VAR model : methodology and applications, Katarina Juselius

The cointegrated VAR model : methodology and applications, Katarina Juselius

Label
The cointegrated VAR model : methodology and applications
Title
The cointegrated VAR model
Title remainder
methodology and applications
Statement of responsibility
Katarina Juselius
Creator
Subject
Language
eng
Summary
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. - ;This valuable text provides a comprehensive introd
Member of
Cataloging source
N$T
Dewey number
330.01/51563
Illustrations
illustrations
Index
index present
LC call number
HB141
LC item number
.J868 2006eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advanced texts in econometrics
Label
The cointegrated VAR model : methodology and applications, Katarina Juselius
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 425-437) and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface; Contents; I: Bridging economics and econometrics; II: Specifying the VAR model; III: Testing hypotheses on cointegration; IV: Identification; V: The I(2) model; VI: A methodological approach; Appendix A: The asymptotic tables for cointegration rank; Appendix B: A roadmap for writing an empirical paper; Bibliography; Index
Control code
ocm86068970
Dimensions
unknown
Extent
1 online resource (xx, 457 pages)
File format
unknown
Form of item
online
Isbn
9780199285679
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b25613649
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)86068970
  • pebcs0191536555

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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