Likelihood-based inference in cointegrated vector autoregressive models : : pbk

Likelihood-based inference in cointegrated vector autoregressive models :

Notes on use

Note (General)：: Paperback edition reprinted 1996: xii, 267 p.Includes bibliographical references (p. [255]-260) and indexes

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Material Type: 図書
ISBN: 0198774494
0198774508
Title: Likelihood-based inference in cointegrated vector autoregressive models
Volume: :
: pbk
Author/Editor: Søren Johansen
Author Heading: Johansen, Søren
https://ci.nii.ac.jp/author/DA0434824X
Publication, Distribution, etc.: Oxford University Press
Publication Date: 1995
Publication Date (W3CDTF): 1995
Size: 25 cm
Place of Publication (Country Code): uk
Text Language Code: en
Subject Heading: Econometric models
Autoregression (Statistics)
Target Audience: 一般
Note (General): Paperback edition reprinted 1996: xii, 267 p.
Includes bibliographical references (p. [255]-260) and indexes
Related Material: Advanced texts in econometrics
https://cir.nii.ac.jp/crid/1130000796917058048
Related Material (URI): https://ci.nii.ac.jp/ncid/BA26692810#entity
Periodical Title: Advanced texts in econometrics
https://cir.nii.ac.jp/crid/1130000796917058048
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA26692810 : BA26692810