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The Cointegrated VAR Model (English, Katarina Juselius)
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Specifications
| Publisher | OUP Oxford |
| Language | English |
| ISBN-13 | 9780199285679 |
| ISBN-10 | 0199285675 |
| Author | Katarina Juselius |
Product Description
About the Book
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 sho…
ISBN: 9780199285679
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in The Cointegrated VAR Model
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in OUP Oxford
Who Should Read This
Beginners and newcomers to the subject, as well as curious general readers.
Key Highlights
- ·About the Book This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
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Is The Cointegrated VAR Model available in English?
The Cointegrated VAR Model is available in English on GlowMirror.
Who is the author of The Cointegrated VAR Model?
The Cointegrated VAR Model is authored by Katarina Juselius.
Who published The Cointegrated VAR Model?
The Cointegrated VAR Model is published by OUP Oxford.
How many pages does The Cointegrated VAR Model have?
Page count information for The Cointegrated VAR Model is available in the specifications section of this page.
How long does it take to read The Cointegrated VAR Model?
At an average reading speed of 250 words per minute, reading The Cointegrated VAR Model takes a few hours to a few days depending on reading pace.
What is The Cointegrated VAR Model about?
About the Book
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 n...
Is The Cointegrated VAR Model suitable for beginners?
Whether The Cointegrated VAR Model is suitable for beginners depends on your background in OUP Oxford. Review the product description and specifications above for details on the target audience and difficulty level.
What edition is The Cointegrated VAR Model?
The Cointegrated VAR Model is from the OUP Oxford edition/year. Check the specifications section for full edition details.
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