Juselius, Katarina

The cointegrated VAR model : methodology and applications Katarina Juselius - Oxford Oxford University Press 2009 - xx, 457 p. : ill. ; 26 cm

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

9780199285662


Autoregression (Statistics)
Cointegration
Econometric models
Vector analysis

330.0151563 JUS