Related Books

Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Language: en
Pages: 280
Authors: Søren Johansen
Categories: Business & Economics
Type: BOOK - Published: 1995 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegrat
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Language: en
Pages:
Authors: Søren Johansen
Categories: Autoregression (Statistics)
Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Language: en
Pages: 0
Authors: Soren Johansen
Categories:
Type: BOOK - Published: - Publisher:

DOWNLOAD EBOOK

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Language: en
Pages: 278
Authors: Soren Johansen
Categories:
Type: BOOK - Published: - Publisher:

DOWNLOAD EBOOK

Workbook on Cointegration
Language: en
Pages: 178
Authors: Peter Reinhard Hansen
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of