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. Series: Advanced Texts in Econometrics. Num Pages: 280 pages, line figures, tables. BIC Classification: KCH; PBT; PDE; TBJ. Category: (P) Professional & Vocational. Dimension: 232 x 156 x 16. Weight in Grams: 416. . 1996. Illustrated. paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780198774501

Contact seller

Report this item

Bibliographic Details

Title: Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)
Publisher: Oxford University Press, U.S.A.
Publication Date: 1996
Language: English
ISBN 10: 0198774508
ISBN 13: 9780198774501
Binding: Soft cover
Condition: New

About this title

Synopsis

In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theory is treated in detail to give the reader a working knowledge of the techniques involved, and many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

About the Author

Soren Johansen is at the Institute of Mathematical Statistics, University of Copenhagen.

"About this title" may belong to another edition of this title.

Store Description

We carry a comprehensive range of out of print and rare books.

Visit Seller's Storefront

Seller's business information

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Shipping Terms

All books securely packaged. Some books ship from Ireland.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	14 to 20 business days	13 to 14 business days
First item	US$ 10.50	US$ 21.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.