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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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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  • Språk:
  • Engelsk
  • ISBN:
  • 9780198774501
  • Bindende:
  • Paperback
  • Sider:
  • 280
  • Utgitt:
  • 28 desember 1995
  • Dimensjoner:
  • 156x232x16 mm.
  • Vekt:
  • 416 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 11 juni 2024

Beskrivelse av 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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