9780199285679 - cointegrated var model:methodol applicat ate:p paper: methodology and applications (advanced texts in econometrics) di juselius, katarina (28 risultati)
Lingua: Inglese
Editore: -, 2006
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Paperback. Condizione: Very Good. The Cointegrated Var Model: Methodology and Applications (Advanced Texts in Econometrics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book…has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.
Lingua: Inglese
Editore: Oxford University Press, Incorporated, 2007
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Lingua: Inglese
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Paperback. Condizione: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you ar…e not satisfied. See all our books here, order more than 1 book and get discounted shipping.
Lingua: Inglese
Editore: Oxford University Press, 2006
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Lingua: Inglese
Editore: Oxford University Press, 2006
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Lingua: Inglese
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Lingua: Inglese
Editore: Oxford University Press, 2006
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Lingua: Inglese
Editore: Oxford University Press, 2006
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Lingua: Inglese
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Lingua: Inglese
Editore: Oxford University Press, 2006
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Lingua: Inglese
Editore: Oxford University Press, 2006
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Condizione: New. 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 econ…omic theory. Series: Advanced Texts in Econometrics. Num Pages: 480 pages, numerous tables, line drawings and mathematical examples. BIC Classification: KCB; KCH; PBWH. Category: (P) Professional & Vocational. Dimension: 245 x 171 x 28. Weight in Grams: 776. . 2006. Illustrated. paperback. . . . .
Lingua: Inglese
Editore: Oxford University Press, GB, 2006
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Paperback. Condizione: New. 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 i…nto 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, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Lingua: Inglese
Editore: Oxford Univ Pr, 2007
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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Paperback. Condizione: Brand New. 2nd edition. 457 pages. 9.25x6.50x0.75 inches. In Stock.
Lingua: Inglese
Editore: Oxford University Press, 2006
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Condizione: New. 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 econ…omic theory. Series: Advanced Texts in Econometrics. Num Pages: 480 pages, numerous tables, line drawings and mathematical examples. BIC Classification: KCB; KCH; PBWH. Category: (P) Professional & Vocational. Dimension: 245 x 171 x 28. Weight in Grams: 776. . 2006. Illustrated. paperback. . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Oxford University Press, USA, 2007
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Lingua: Inglese
Editore: Oxford University Press, GB, 2006
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Paperback. Condizione: New. 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 i…nto 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, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Lingua: Inglese
Editore: Oxford University Press, 2006
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Paperback. Condizione: new. Paperback. 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 aswell as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of theCopenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for theunderlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, witheconomic reality. 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. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: OUP Oxford, 2006
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Paperback. Condizione: new. Paperback. 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 aswell as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of theCopenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for theunderlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, witheconomic reality. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condizione: New. Print on Demand pp. 457.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 2006
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Paperback. Condizione: new. Paperback. 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 aswell as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of theCopenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for theunderlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, witheconomic reality. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Editore: Oxford University Press, 2006
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Condizione: New. Print on Demand pp. 457.
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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-s…tationary. It provides insights into the .
Lingua: Inglese
Editore: Oxford University Press, 2006
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Condizione: New. PRINT ON DEMAND pp. 457.
Lingua: Inglese
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Taschenbuch. Condizione: Neu. The Cointegrated VAR Model | Methodology and Applications | Katarina Juselius | Taschenbuch | Kartoniert / Broschiert | Englisch | 2006 | OUP Oxford | EAN 9780199285679 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print o…n Demand.
