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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

  1. Title Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
    Author infoSoren Johansen
    Author Johansen Soren
    Issue dataOxford : Oxford University Press , 1995. - 267 s.
    Issue1. ed.
    Edition Advanced Texts in Econometrics
    ISBN0-19-877450-8
    Document kindmonographs
    LanguageEnglish
    Country of EditionUnited States of America
    systematics 519.2 - Pravdepodobnosť a matematická štatistika
    Keywords pravdepodobnosť * modely matematické * analýza ekonometrická * analýza štatistická * ekonometria
    DatabaseBOOKS
    Copy count1, currently available 0, at library only 1
    Call number727247

    Call numberLocationSublocationInfo
    727247SEKVšeobecná študovňaIn-Library Use Only

Number of the records: 1  

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