Likelihood-based inference in cointegrated vector autoregressive models
Soren Johansen
| Year of publication: |
1995
|
|---|---|
| Authors: | Johansen, Søren |
| Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | X, 267 S. : graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-19-877450-8 ; 0-19-877449-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000914722