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 ...
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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 Series Advanced 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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Add this copy of The Cointegrated Var Model: Methodology and to cart. $45.07, very good condition, Sold by Brit Books rated 4.0 out of 5 stars, ships from Milton Keynes, BUCKINGHAMSHIRE, UNITED KINGDOM, published 2007 by Oxford University Press, USA.
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Add this copy of The Cointegrated Var Model: Methodology and to cart. $65.23, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2007 by Oxford University Press.
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Add this copy of The Cointegrated VAR Model: Methodology and to cart. $71.55, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by OUP Oxford.
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Fine. Trade paperback (US). Glued binding. 478 p. Contains: Unspecified. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of The Cointegrated Var Model Methodology and Applications to cart. $120.00, very good condition, Sold by Becker's Books rated 4.0 out of 5 stars, ships from Houston, TX, UNITED STATES, published 2007 by Oxford University Press.
Add this copy of The Cointegrated Var Model: Methodology and to cart. $129.10, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2007 by Oxford University Press.
Add this copy of The Cointegrated VAR Model: Methodology and to cart. $218.04, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by Oxford University Press.
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Fine. Glued binding. Paper over boards. With dust jacket. 480 p. Contains: Illustrations. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
