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) - Bøker - Oxford University Press - 9780198774501 - 28. desember 1995
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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)

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics

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

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 28. desember 1995
ISBN13 9780198774501
Utgivere Oxford University Press
Antall sider 280
Mål 156 × 232 × 16 mm   ·   416 g
Språk Engelsk  

Se alt med Johansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen) ( f.eks. Pocketbok )