1. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Title | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models |
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Author info | Soren Johansen |
Author | Johansen Soren |
Issue data | Oxford : Oxford University Press , 1995. - 267 s. |
Issue | 1. ed. |
Edition | Advanced Texts in Econometrics |
ISBN | 0-19-877450-8 |
Document kind | monographs |
Language | English |
Country of Edition | United States of America |
systematics | 519.2 - Pravdepodobnosť a matematická štatistika |
Keywords | pravdepodobnosť * modely matematické * analýza ekonometrická * analýza štatistická * ekonometria |
Database | BOOKS |
Copy count | 1, currently available 0, at library only 1 |
Call number | 727247 |