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The cointegrated VAR model : methodology and applications /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Oxford University Press,
2006.
|
| Colección: | Advanced texts in econometrics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Juselius, Katarina. | |
| 245 | 1 | 4 | |a The cointegrated VAR model : |b methodology and applications / |c Katarina Juselius. |
| 260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2006. | ||
| 300 | |a 1 online resource (xx, 457 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 347 | |a data file | ||
| 490 | 1 | |a Advanced texts in econometrics | |
| 504 | |a Includes bibliographical references (pages 425-437) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Econometric models. | |
| 650 | 0 | |a Autoregression (Statistics) | |
| 650 | 0 | |a Vector analysis. | |
| 650 | 0 | |a Cointegration. | |
| 650 | 6 | |a Modèles économétriques. | |
| 650 | 6 | |a Autorégression (Statistique) | |
| 650 | 6 | |a Analyse vectorielle. | |
| 650 | 6 | |a Cointégration. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Theory. |2 bisacsh | |
| 650 | 7 | |a Autoregression (Statistics) |2 fast | |
| 650 | 7 | |a Cointegration |2 fast | |
| 650 | 7 | |a Econometric models |2 fast | |
| 650 | 7 | |a Vector analysis |2 fast | |
| 758 | |i has work: |a The cointegrated VAR model (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFRcK3yTWFWMWf8brvw7Xm |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Juselius, Katarina. |t Cointegrated VAR model. |d Oxford ; New York : Oxford University Press, 2006 |z 0199285675 |z 9780199285679 |w (DLC) 2006027557 |w (OCoLC)70881674 |
| 830 | 0 | |a Advanced texts in econometrics. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=415842 |z Texto completo |
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