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The Cointegrated VAR Model

- Methodology and Applications

About The Cointegrated VAR Model

Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.

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  • Language:
  • English
  • ISBN:
  • 9780199285662
  • Binding:
  • Hardback
  • Pages:
  • 480
  • Published:
  • December 6, 2006
  • Dimensions:
  • 176x253x35 mm.
  • Weight:
  • 998 g.
Delivery: 2-3 weeks
Expected delivery: December 5, 2024

Description of The Cointegrated VAR Model

Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights into the links between statistical econometric modelling and economic theory.

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