Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (English, Soren Johansen | Sren Johansen | S/Oren Johansen)
by Soren Johansen | Sren Johansen | S/Oren Johansen
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780198774501
ISBN-10
0198774508
Author
Soren Johansen | Sren Johansen | S/Oren Johansen
About the Book
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
ISBN-13: 9780198774501
ISBN-10: 0198774508
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Product ID: isbn-9780198774501
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