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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:
  • Engelska
  • ISBN:
  • 9780198774501
  • Format:
  • Häftad
  • Sidor:
  • 280
  • Utgiven:
  • 28. december 1995
  • Mått:
  • 156x232x16 mm.
  • Vikt:
  • 416 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 10. december 2024

Beskrivning 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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