Likelihood-based inference in cointegrated vector autoregressive models /

Likelihood-based inference in cointegrated vector autoregressive models /

Bibliographic Details
Main Author: Johansen, Søren, 1939-
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, 1995.
Series:Advanced texts in econometrics.
Subjects:
Econometric models.
Autoregression (Statistics)
Estatistica aplicada a economia.
Inferencia estatistica.
Tijdreeksen.
Multivariabele systemen.
Statistische analyse.
Afleiding (logica)
Econometrie.
Statistiek.
Econometrics
Online Access:Publisher description

Internet

Publisher description

Evans: Library Stacks

Holdings details from Evans: Library Stacks
Call Number: HB141 .J64 1995
 
Call Number Status Get It
HB141 .J64 1995 Available