Customer Review: If you are looking for a book on VARs and cointegration, this is it.
Very clearly written, and with numerical applications of every new concept (so that you can check the accuracy of your codes ...)
Its a significantly improved version of the last edition.
Highly recommended.
Customer Review: Judge, et al. was the standard reference in econometrics in the late 80s and early 90s. It's a terrific text because it has both theory and applications (with emphasis on the former, though). The best thing about it at the time of its publication was it was very complete, covering almost everything... more info
