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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics) Paperback - 1996 - 1st Edition
by Johansen, S�ren
From the rear cover
This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. This model has gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. The book is intended to give a relatively self-containing presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.
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- Title Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
- Author Johansen, S�ren
- Binding Paperback
- Edition number 1st
- Edition 1
- Pages 280
- Language ENG
- Publisher Oxford University Press
- Date 1996-02
- Features Bibliography, Illustrated, Index
- ISBN 9780198774501
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, Søren
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, Søren
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, S.
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Oxford University Press, 1995. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pen markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9780198774501
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, Søren
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Oxford University Press, 1995. paperback. Very Good. 9x6x0. Unmarked trade paperback.
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
by Soren Johansen
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New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regr
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
by Soren Johansen
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Paperback / softback. New. Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. Many exercises are provided.
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, Søren
- Used
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paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
by Johansen, Søren
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- Paperback
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- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774501 / 0198774508
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Oxford University Press, 1996-02-01. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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