EBOOK Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - JOHANSEN SOREN

EBOOK Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

4.00 Oceń książkę!

Autor: JOHANSEN SOREN

Wydawnictwo: Oxford University Press
ISBN: 9780191525063
EAN: 3ED06C3AEB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: ...
Data wydania: 1995
Gdzie kupić tanią książkę?
książka
263.72
Książka w Twoim domu w ciągu 48h

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.

Książka "EBOOK Likelihood-Based Inference in Cointegrated Vector Autoregressive Models"
JOHANSEN SOREN