Likelihood-based inference in cointegrated vector autoregressive models
Søren Johansen
| Year of publication: |
1996 ; Paperback ed., reprint
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|---|---|
| Authors: | Johansen, Søren |
| Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Vektor-autoregressives Modell | Ökonometrie |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | XII, 267 S graph. Darst 25 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [255] - 260 |
| ISBN: | 0-19-877449-4 ; 0-19-877450-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013480121