Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (English, Soren Johansen | Sren Johansen | S/Oren Johansen)

Name: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (English, Soren Johansen | Sren Johansen | S/Oren Johansen)
SKU: isbn-9780198774501
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ISBN: 9780198774501

By Soren Johansen | Sren Johansen | S/Oren JohansenOUP Oxford

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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 kno…

ISBN: 9780198774501

Book Specifications

ISBN-13	9780198774501
ISBN-10	0198774508
Publisher	OUP Oxford
Category	OUP Oxford

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (English, Soren Johansen | Sren Johansen | S/Oren Johansen)

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