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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Paperback) Loot Price: R2,335
Discovery Miles 23 350
Repayment Terms: R219 pm x 12*
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Paperback): Soren Johansen

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Paperback)

Soren Johansen

Series: Advanced Texts in Econometrics

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Loot Price R2,335 Discovery Miles 23 350 | Repayment Terms: R219 pm x 12*

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Professor Johansen, a leading statistician working in econometrics, gives a detailed mathetical 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 regression analysis and likelihood methods. The theory is treated in detail to give the reader a working knowledge of the techniques involved, and many exercises are provided.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Advanced Texts in Econometrics
Release date: December 1995
First published: February 1996
Authors: Soren Johansen (Professor, Institute of Mathematical Statistics)
Dimensions: 234 x 156 x 16mm (L x W x T)
Format: Paperback
Pages: 280
ISBN-13: 978-0-19-877450-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
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LSN: 0-19-877450-8
Barcode: 9780198774501

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