Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Language: English

Published by OUP Oxford, 1995

0198774508 / 9780198774501

Series: Book 9 of 26 - Advanced Texts in Econometrics

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 l.

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Title
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Author
Johansen, Soren|Johansen, Sren|Johansen, S|Oren
Publisher
OUP Oxford
Publication year
1995
Condition
New
Binding
Soft cover
Language
English
ISBN 10
0198774508
ISBN 13
9780198774501
Series
Book 9 of 26: Advanced Texts in Econometrics

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

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