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, Søren Johansen, S/Oren Johansen

OUP Oxford · 1995

₹5,494

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About this book

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models is written by Soren Johansen, Søren Johansen & others. This edition from OUP Oxford (1995) has 267 pages. It belongs to the Advanced texts in econometrics series.

Topics covered include Econometric models and Autoregression (Statistics).

About the author: Søren Johansen (born 1939).