9780199285679 - cointegrated var model:methodol applicat ate:p paper: methodology and applications (advanced texts in econometrics) de juselius, katarina (31 resultados)
Idioma: Inglés
Editorial: Oxford University Press, Incorporated 2007
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Better World Books Ltd, Dunfermline, Reino UnidoBetter World Books Ltd
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Condición: Very Good. 2nd Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
Idioma: Inglés
Editorial: - 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Paperback. Condición: 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 h…as 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.
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Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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EUR 32,65
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Paperback. Condición: 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 are… not satisfied. See all our books here, order more than 1 book and get discounted shipping.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: WorldofBooks, Goring-By-Sea, WS, Reino UnidoWorldofBooks
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Paperback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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Condición: New.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Editorial: Oxford University Press, GB 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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Paperback. Condición: 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 in…to 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.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: GoldBooks, Denver, CO, Estados Unidos de AmericaGoldBooks
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EUR 78,27
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Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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Idioma: Inglés
Editorial: Oxford University Press, USA 2007-02-08 2007
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Paperback. Condición: New.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Condición: 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 econo…mic 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. . . . .
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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Condición: 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 econo…mic 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.
Idioma: Inglés
Editorial: Oxford University Press, GB 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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Paperback. Condición: 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 in…to 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.
Idioma: Inglés
Editorial: Oxford Univ Pr 2007
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Paperback. Condición: Brand New. 2nd edition. 457 pages. 9.25x6.50x0.75 inches. In Stock.
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Editorial: Oxford University Press, USA 2007
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Editorial: Oxford University Press, Oxford 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Paperback. Condición: 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.
Idioma: Inglés
Editorial: Oxford University Press, Oxford 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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EUR 122,58
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Paperback. Condición: 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.
Idioma: Inglés
Editorial: Oxford University Press, Oxford 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Paperback. Condición: 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.
Idioma: Inglés
Editorial: Oxford University Press OUP 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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Condición: New. Print on Demand pp. 457.
Idioma: Inglés
Editorial: OUP Oxford 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Condición: 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-st…ationary. It provides insights into the .
Idioma: Inglés
Editorial: OUP Oxford 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 as well as of the common stochastic trends and the impulse response functions.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Condición: New. Print on Demand pp. 457.
Idioma: Inglés
Editorial: Oxford University Press 2006
Serie: Advanced Texts in Econometrics, Libro 24 de 26. Libro 24 de 26 - Advanced Texts in Econometrics
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Condición: New. PRINT ON DEMAND pp. 457.
