COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics) - Image 1

£54.99

Oxford University Press COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

Name: COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)
Brand: Oxford University Press
Price: 54.99 GBP
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Econometrics

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Description

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. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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Used Book in Good Condition

Product Specifications

Brand: Oxford University Press
Format: paperback
ASIN: 0199285675
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Publication Date: 07 December 2006
Listed Since: 15 February 2007

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Oxford University Press COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

About as cheap as it gets. The only time it was cheaper was 3 months ago.

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