The cointegrated VAR model: methodology and applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2006
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Online-Zugang: | Klappentext Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XX, 457 S. zahlr. graph. Darst. |
| ISBN: | 0199285667 9780199285662 0199285675 9780199285679 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV021698512 | ||
| 003 | DE-604 | ||
| 005 | 20151201 | ||
| 007 | t | ||
| 008 | 060817s2006 d||| |||| 00||| eng d | ||
| 020 | |a 0199285667 |9 0-19-928566-7 | ||
| 020 | |a 9780199285662 |9 978-0-19-928566-2 | ||
| 020 | |a 0199285675 |9 0-19-928567-5 | ||
| 020 | |a 9780199285679 |9 978-0-19-928567-9 | ||
| 035 | |a (OCoLC)494207123 | ||
| 035 | |a (DE-599)BVBBV021698512 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-188 |a DE-83 |a DE-384 |a DE-703 | ||
| 050 | 0 | |a HB141 | |
| 082 | 0 | |a 330.01/51563 |2 22 | |
| 082 | 0 | |a 330.0151563 | |
| 084 | |a QH 234 |0 (DE-625)141549: |2 rvk | ||
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 100 | 1 | |a Jusélius, Katarina |d 1943- |e Verfasser |0 (DE-588)170429717 |4 aut | |
| 245 | 1 | 0 | |a The cointegrated VAR model |b methodology and applications |c Katarina Juselius |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2006 | |
| 300 | |a XX, 457 S. |b zahlr. graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Advanced texts in econometrics | |
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 650 | 7 | |a Analyse vectorielle |2 ram | |
| 650 | 7 | |a Autorégression (statistique) |2 ram | |
| 650 | 7 | |a Cointégration |2 ram | |
| 650 | 7 | |a Modèles économétriques |2 ram | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Autoregression (Statistics) | |
| 650 | 4 | |a Cointegration | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Vector analysis | |
| 650 | 0 | 7 | |a Kointegration |0 (DE-588)4347470-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Vektor-autoregressives Modell |0 (DE-588)4288533-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wirtschaftstheorie |0 (DE-588)4079351-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Anwendung |0 (DE-588)4196864-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Vektor-autoregressives Modell |0 (DE-588)4288533-4 |D s |
| 689 | 0 | 1 | |a Kointegration |0 (DE-588)4347470-6 |D s |
| 689 | 0 | 2 | |a Anwendung |0 (DE-588)4196864-5 |D s |
| 689 | 0 | 3 | |a Wirtschaftstheorie |0 (DE-588)4079351-5 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Klappentext |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014912480 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804135528165015552 |
|---|---|
| adam_text | This useful text provides a comprehensive introduction to
be applied. In particular, the author focuses on the properties of the Cointegrated
model and its implications for
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.
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. Its 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 ensure full understanding the book
concludes with the introduction of two new data sets to combine the reader s understanding
of econometric theory and economic models, with economic reality.
Contents
Preface
I Bridging economics and econometrics
1
1.1
1.2
1.3
1.4
1.5
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
3
3.1
3.2
3.2.1
3.3
3.4
3.5
3.6
3.6.1
3.6.2
3.6.3
3.7
XV
xvi
II Specifying the
4
4.1
4.1.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.3
4.3.1
4.3.2
4.3.3
4.3.4
4.3.5
4.4
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
7
7.1
7.2
7.3
7.4
7.5
7.6
7.7
8
8.1
8.2
Contents
8.3
8.4
8.5
8.6
8.7
III Testing hypotheses on cointegration
9
9.1
9.2
9.2.1
9.2.2
9.2.3
9.2.4
9.2.5
9.2.6
9.2.7
9.3
9.3.1
9.3.2
9.3.3
9.3.4
9.3.5
9.3.6
9.3.7
9.4
10
10.1
10.2
10.2.1
10.3
10.3.1
10.4
10.4.1
10.5
11
11.1
11.1.1
11.2
11.2.1
11.3
11.3.1
11.4
xviii
IV
12
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
13
13.1
13.2
13.3
13.4
13.5
13.6
13.6.1
13.6.2
13.6.3
13.6.4
13.7
13.8
14
14.1
14.2
14.3
14.4
14.5
14.6
15
15.1
15.2
15.3
15.4
15.5
V The
16
16.1
16.2
16.3 /(2)
Contents
16.3.1
16.3.2
16.4
16.4.1
16.4.2
16.5
17
17.1
17.2
17.2.1
17.2.2
17.3
17.3.1
17.3.2
17.3.3
17.4
17.4.1
17.4.2
17.5
18
18.1
18.1.1
18.1.2
18.2
18.2.1
18.2.2
18.3
18.4
VI A
19
19.1
19.2
19.3
19.4
19.5
20
20.1
20.1.1
20.1.2
20.1.3
20.2
20.3
xx Contents
20.3.1
20.3.2
20.3.3
20.3.4
20.4
20.4.1
20.4.2
20.4.3
20.5
21
21.1
21.2
21.2.1
21.2.2
21.3
21.3.1
21.3.2
21.4
22
22.1
22.1.1
22.1.2
22.1.3
22.2
22.2.1
22.2.2
22.2.3
22.2.4
22.3
Appendix A The asymptotic tables for
Appendix
Bibliography
Index
|
| adam_txt |
This useful text provides a comprehensive introduction to
be applied. In particular, the author focuses on the properties of the Cointegrated
model and its implications for
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.
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. Its 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 ensure full understanding the book
concludes with the introduction of two new data sets to combine the reader's understanding
of econometric theory and economic models, with economic reality.
Contents
Preface
I Bridging economics and econometrics
1
1.1
1.2
1.3
1.4
1.5
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
3
3.1
3.2
3.2.1
3.3
3.4
3.5
3.6
3.6.1
3.6.2
3.6.3
3.7
XV
xvi
II Specifying the
4
4.1
4.1.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.3
4.3.1
4.3.2
4.3.3
4.3.4
4.3.5
4.4
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
7
7.1
7.2
7.3
7.4
7.5
7.6
7.7
8
8.1
8.2
Contents
8.3
8.4
8.5
8.6
8.7
III Testing hypotheses on cointegration
9
9.1
9.2
9.2.1
9.2.2
9.2.3
9.2.4
9.2.5
9.2.6
9.2.7
9.3
9.3.1
9.3.2
9.3.3
9.3.4
9.3.5
9.3.6
9.3.7
9.4
10
10.1
10.2
10.2.1
10.3
10.3.1
10.4
10.4.1
10.5
11
11.1
11.1.1
11.2
11.2.1
11.3
11.3.1
11.4
xviii
IV
12
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
13
13.1
13.2
13.3
13.4
13.5
13.6
13.6.1
13.6.2
13.6.3
13.6.4
13.7
13.8
14
14.1
14.2
14.3
14.4
14.5
14.6
15
15.1
15.2
15.3
15.4
15.5
V The
16
16.1
16.2
16.3 /(2)
Contents
16.3.1
16.3.2
16.4
16.4.1
16.4.2
16.5
17
17.1
17.2
17.2.1
17.2.2
17.3
17.3.1
17.3.2
17.3.3
17.4
17.4.1
17.4.2
17.5
18
18.1
18.1.1
18.1.2
18.2
18.2.1
18.2.2
18.3
18.4
VI A
19
19.1
19.2
19.3
19.4
19.5
20
20.1
20.1.1
20.1.2
20.1.3
20.2
20.3
xx Contents
20.3.1
20.3.2
20.3.3
20.3.4
20.4
20.4.1
20.4.2
20.4.3
20.5
21
21.1
21.2
21.2.1
21.2.2
21.3
21.3.1
21.3.2
21.4
22
22.1
22.1.1
22.1.2
22.1.3
22.2
22.2.1
22.2.2
22.2.3
22.2.4
22.3
Appendix A The asymptotic tables for
Appendix
Bibliography
Index |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Jusélius, Katarina 1943- |
| author_GND | (DE-588)170429717 |
| author_facet | Jusélius, Katarina 1943- |
| author_role | aut |
| author_sort | Jusélius, Katarina 1943- |
| author_variant | k j kj |
| building | Verbundindex |
| bvnumber | BV021698512 |
| callnumber-first | H - Social Science |
| callnumber-label | HB141 |
| callnumber-raw | HB141 |
| callnumber-search | HB141 |
| callnumber-sort | HB 3141 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 234 QH 300 |
| ctrlnum | (OCoLC)494207123 (DE-599)BVBBV021698512 |
| dewey-full | 330.01/51563 330.0151563 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/51563 330.0151563 |
| dewey-search | 330.01/51563 330.0151563 |
| dewey-sort | 3330.01 551563 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02741nam a2200637 c 4500</leader><controlfield tag="001">BV021698512</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20151201 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">060817s2006 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0199285667</subfield><subfield code="9">0-19-928566-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199285662</subfield><subfield code="9">978-0-19-928566-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0199285675</subfield><subfield code="9">0-19-928567-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199285679</subfield><subfield code="9">978-0-19-928567-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)494207123</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021698512</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB141</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.01/51563</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.0151563</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 234</subfield><subfield code="0">(DE-625)141549:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jusélius, Katarina</subfield><subfield code="d">1943-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)170429717</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The cointegrated VAR model</subfield><subfield code="b">methodology and applications</subfield><subfield code="c">Katarina Juselius</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford [u.a.]</subfield><subfield code="b">Oxford Univ. Press</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XX, 457 S.</subfield><subfield code="b">zahlr. graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advanced texts in econometrics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Hier auch später erschienene, unveränderte Nachdrucke</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analyse vectorielle</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Autorégression (statistique)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Cointégration</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Modèles économétriques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Autoregression (Statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Cointegration</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Vector analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kointegration</subfield><subfield code="0">(DE-588)4347470-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Vektor-autoregressives Modell</subfield><subfield code="0">(DE-588)4288533-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wirtschaftstheorie</subfield><subfield code="0">(DE-588)4079351-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Anwendung</subfield><subfield code="0">(DE-588)4196864-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Vektor-autoregressives Modell</subfield><subfield code="0">(DE-588)4288533-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kointegration</subfield><subfield code="0">(DE-588)4347470-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Anwendung</subfield><subfield code="0">(DE-588)4196864-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Wirtschaftstheorie</subfield><subfield code="0">(DE-588)4079351-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014912480</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV021698512 |
| illustrated | Illustrated |
| index_date | 2024-07-02T15:16:31Z |
| indexdate | 2024-07-09T20:41:56Z |
| institution | BVB |
| isbn | 0199285667 9780199285662 0199285675 9780199285679 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014912480 |
| oclc_num | 494207123 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-188 DE-83 DE-384 DE-703 |
| owner_facet | DE-355 DE-BY-UBR DE-188 DE-83 DE-384 DE-703 |
| physical | XX, 457 S. zahlr. graph. Darst. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Oxford Univ. Press |
| record_format | marc |
| series2 | Advanced texts in econometrics |
| spelling | Jusélius, Katarina 1943- Verfasser (DE-588)170429717 aut The cointegrated VAR model methodology and applications Katarina Juselius 1. publ. Oxford [u.a.] Oxford Univ. Press 2006 XX, 457 S. zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Hier auch später erschienene, unveränderte Nachdrucke Analyse vectorielle ram Autorégression (statistique) ram Cointégration ram Modèles économétriques ram Ökonometrisches Modell Autoregression (Statistics) Cointegration Econometric models Vector analysis Kointegration (DE-588)4347470-6 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Wirtschaftstheorie (DE-588)4079351-5 gnd rswk-swf Anwendung (DE-588)4196864-5 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 s Kointegration (DE-588)4347470-6 s Anwendung (DE-588)4196864-5 s Wirtschaftstheorie (DE-588)4079351-5 s 1\p DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jusélius, Katarina 1943- The cointegrated VAR model methodology and applications Analyse vectorielle ram Autorégression (statistique) ram Cointégration ram Modèles économétriques ram Ökonometrisches Modell Autoregression (Statistics) Cointegration Econometric models Vector analysis Kointegration (DE-588)4347470-6 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Wirtschaftstheorie (DE-588)4079351-5 gnd Anwendung (DE-588)4196864-5 gnd |
| subject_GND | (DE-588)4347470-6 (DE-588)4288533-4 (DE-588)4079351-5 (DE-588)4196864-5 |
| title | The cointegrated VAR model methodology and applications |
| title_auth | The cointegrated VAR model methodology and applications |
| title_exact_search | The cointegrated VAR model methodology and applications |
| title_exact_search_txtP | The cointegrated VAR model methodology and applications |
| title_full | The cointegrated VAR model methodology and applications Katarina Juselius |
| title_fullStr | The cointegrated VAR model methodology and applications Katarina Juselius |
| title_full_unstemmed | The cointegrated VAR model methodology and applications Katarina Juselius |
| title_short | The cointegrated VAR model |
| title_sort | the cointegrated var model methodology and applications |
| title_sub | methodology and applications |
| topic | Analyse vectorielle ram Autorégression (statistique) ram Cointégration ram Modèles économétriques ram Ökonometrisches Modell Autoregression (Statistics) Cointegration Econometric models Vector analysis Kointegration (DE-588)4347470-6 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Wirtschaftstheorie (DE-588)4079351-5 gnd Anwendung (DE-588)4196864-5 gnd |
| topic_facet | Analyse vectorielle Autorégression (statistique) Cointégration Modèles économétriques Ökonometrisches Modell Autoregression (Statistics) Cointegration Econometric models Vector analysis Kointegration Vektor-autoregressives Modell Wirtschaftstheorie Anwendung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014912480&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT juseliuskatarina thecointegratedvarmodelmethodologyandapplications |