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  5. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Søren (Professor Johansen - Bog

af Søren (Professor Johansen

indgår i Advanced Texts in Econometrics serien

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models af Søren (Professor Johansen
Bag om Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780198774501
  • Indbinding:
  • Paperback
  • Sideantal:
  • 280
  • Udgivet:
  • 28. december 1995
  • Størrelse:
  • 156x232x16 mm.
  • Vægt:
  • 416 g.
  • 8-11 hverdage.
  • 30. november 2024
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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.

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