The cointegrated VAR model : methodology and applications /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Oxford, England :
Oxford University Press,
2006.
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| Subjects: |
| Physical Description: | xx, 457 p. : ill. ; 25 cm. |
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| Bibliography: | Includes bibliographical references (p. 425-437) and index. |
| ISBN: | 9780199285679 (pbk.) 0199285675 (pbk.) 9780199285662 (hbk.) |