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Anglický jazyk
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Autor: Soren Johansen
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... Viac o knihe
Na objednávku, dodanie 2-4 týždne
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O knihe
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.
- Vydavateľstvo: OUP Oxford
- Rok vydania: 1995
- Formát: Paperback
- Rozmer: 234 x 156 mm
- Jazyk: Anglický jazyk
- ISBN: 9780198774501
