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