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The cointegrated VAR model : methodology and applications Katarina Juselius

By:

Juselius, Katarina

Publication details: Oxford Oxford University Press 2009Description: xx, 457 p. : ill. ; 26 cmISBN:

9780199285662

Subject(s):

DDC classification:

330.0151563 JUS

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Includes bibliographical references (p. 425-437) and index

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