Cointegrated vector autoregressive models : theory, applications and software
Henrik Hansen
| Year of publication: |
1995
|
|---|---|
| Authors: | Hansen, Henrik |
| Publisher: |
København |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | V, 172 S. : graph. Darst |
|---|---|
| Series: | Rød serie. - København, ISSN 0108-2221, ZDB-ID 2229530-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: København, Univ., Diss., 1995 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000933842