Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics) Book

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.Read More

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  • Blackwell

    This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. This model has gained popularity because it can at the same time capture the short-run dynamic properties as well as the long...

  • 0198774508
  • 9780198774501
  • Søren Johansen
  • 28 December 1995
  • OUP Oxford
  • Paperback (Book)
  • 280
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