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Likelihood-based inference in cointegrated vector autoregressive models /

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Bibliographic Details
Main Author: Johansen, Søren, 1939-
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, 1995.
Series:Advanced texts in econometrics.
Subjects:
Econometric models.
Autoregression (Statistics)
Econometrics
Estatistica aplicada a economia.
Inferencia estatistica.
Tijdreeksen.
Multivariabele systemen.
Statistische analyse.
Afleiding (logica)
Econometrie.
Statistiek.
Online Access:Publisher description
Description
Item Description:Includes indexes.
Physical Description:xii, 267 pages : illustrations ; 25 cm.
Bibliography:Bibliography: pages [255]-260.
ISBN:0198774508 (pbk) :
9780198774501 (pbk)
0198774494 (cased)
9780198774495 (cased)