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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
LikelihoodBased Inference in Cointegrated Vector Autoregressive Models - Advanced Texts in Econometrics
Author: Sren Johansen, Soren Johansen
In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regre...  more »
ISBN-13: 9780198774501
ISBN-10: 0198774508
Publication Date: 12/30/1995
Pages: 280
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Publisher: Oxford University Press
Book Type: Paperback
Other Versions: Hardcover
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