Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics - Johansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen) - Books - Oxford University Press - 9780198774501 - February 1, 1996
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Johansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen)
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics

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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.

280 pages, line figures, tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 1, 1996
Original release date 1995
ISBN13 9780198774501
Publishers Oxford University Press
Pages 280
Dimensions 156 × 232 × 16 mm   ·   399 g
Language English  

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