Likelihood-based Inference in Cointegrated Vector Autoregressive Models

Johansen, Søren

Published by Oxford University Press, Oxford, 1995

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Seller: Expatriate Bookshop of Denmark/John Jackson Books, Svendborg, DenmarkExpatriate Bookshop of Denmark/John Jackson Books

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orig.cloth Minor rubbing. Name on flyleaf. VG., dustwrapper. 24x15cm, x,267 pp. "This monograph, written by a leading statistician working in econometrics,gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data" - Publisher's description. Minor rubbing. Name on flyleaf. VG., dustwrapper.

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Bibliographic details

Title
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Author
Johansen, Søren
Publisher
Oxford University Press, Oxford
Publication year
1995
Dust jacket
Dust Jacket Included
Binding
Hardcover

Expatriate Bookshop of Denmark/John Jackson Books

Svendborg, Denmark

5-star seller

AbeBooks seller since December 6, 1998

Shipping rates from Denmark to U.S.A.

Item27 to 52 business days31 to 53 business days
First itemUS$ 68.61US$ 97.68
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