LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
Year of publication: |
1998
|
---|---|
Authors: | Kitamura, Yuichi |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 14.1998, 04, p. 517-524
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Nonparametric Analysis of Random Utility Models: Testing
Stoye, Jörg, (2013)
-
Nonparametric analysis of random utility models
Kitamura, Yuichi, (2016)
-
Partial identification of finite mixtures in econometric models
Henry, Marc, (2014)
- More ...