Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Name: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Brand: OUP Oxford
SKU: 9780198774501
Price: 5494.00 INR
Availability: InStock

by Soren Johansen, Sren Johansen, S/Oren Johansen

OUP Oxford

₹5,494

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From the publisher

In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods.

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