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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics Johansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen)
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics
Johansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen)
Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. Many exercises are provided.
280 pages, line figures, tables
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 28 de diciembre de 1995 |
| ISBN13 | 9780198774501 |
| Editores | Oxford University Press |
| Páginas | 280 |
| Dimensiones | 156 × 232 × 16 mm · 416 g |
| Lengua | Inglés |