Mendeley出力
＜図書＞
The cointegrated VAR model : methodology and applications
| 責任表示 | Katarina Juselius |
|---|---|
| シリーズ | Advanced texts in econometrics |
| データ種別 | 図書 |
| 出版情報 | Oxford : Oxford University Press , 2006 |
| 本文言語 | 英語 |
| 大きさ | xx, 457 p. : ill. ; 25 cm |
| 概要 | This useful 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 implication... 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. 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. Book jacket.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hbk | 理系図3F 数理独自 | JUSE/10/1 | 2006 |
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023212006007087 |
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書誌詳細
| 一般注記 | "Reprinted 2007 (with corrections), 2008" -- T.p. verso Includes bibliographical references (p. 425-437) and index |
|---|---|
| 著者標目 | *Juselius, Katarina |
| 件 名 | LCSH:Econometric models LCSH:Autoregression (Statistics) LCSH:Vector analysis LCSH:Cointegration |
| 分 類 | LCC:HB141 DC22:330.01/51563 |
| 書誌ID | 1001235328 |
| ISBN | 9780199285662 |
| NCID | BA79817528 |
| 巻冊次 | : hbk ; ISBN:9780199285662 ; XISBN:0199285667 : pbk ; ISBN:9780199285679 ; XISBN:0199285675 |
| NBN | GBA667932 |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.11.02 |