Likelihood-based inference in cointegrated vector autoregressive models. SГёren Johansen

Likelihood-based inference in cointegrated vector autoregressive models



Download Likelihood-based inference in cointegrated vector autoregressive models



Likelihood-based inference in cointegrated vector autoregressive models SГёren Johansen ebook pdf
Publisher: OUP
Language: English
Page: 280
ISBN: 0198774508, 9780198774501

In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical 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. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS.

About the Author

Soren Johansen is at University of Copenhagen.



MORE EBOOKS:
The Design of the UNIX Operating System [Prentice-Hall Software Series] cheap ebook
Download How to Do Everything with PHP & MySQL pdf
Beelzebub's Tales to His Grandson ebook free download
Showcase Presents: Batman - Volume 1 cheap book
The Year of Magical Thinking: The Play ebook free download







Tags: Likelihood-based inference in cointegrated vector autoregressive models ebook pdf epub djvu mobi rar
Likelihood-based inference in cointegrated vector autoregressive models pdf epub djvu free download
Download Likelihood-based inference in cointegrated vector autoregressive models free ebook pdf epub
Likelihood-based inference in cointegrated vector autoregressive models read online free book
Likelihood-based inference in cointegrated vector autoregressive models cheap ebook for kindle and nook
SГёren Johansen ebooks and audio books
Likelihood-based inference in cointegrated vector autoregressive models download pdf epub rar rapidshare mediafire fileserve 4shared torrent depositfiles scribd