Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Oxford University Press
1995
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| Edition: | 1. ed. |
| Series: | Advanced Texts in Econometrics
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| Subjects: | |
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| 044 | |a US | ||
| 245 | 1 | 0 | |a Likelihood-Based Inference in Cointegrated Vector Autoregressive Models |c Soren Johansen |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Oxford |b Oxford University Press |c 1995 | |
| 300 | |a 267 s. | ||
| 490 | 1 | |a Advanced Texts in Econometrics | |
| 830 | 0 | |a Advanced Texts in Econometrics | |
| 610 | 2 | 0 | |a pravdepodobnosť |
| 610 | 2 | 0 | |a modely matematické |
| 610 | 2 | 0 | |a analýza ekonometrická |
| 610 | 2 | 0 | |a analýza štatistická |
| 610 | 2 | 0 | |a ekonometria |
| 100 | 1 | |a Johansen, Soren | |