Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Total Pages : 278
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ISBN-10 : OCLC:473778263
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Book Synopsis Likelihood-Based Inference in Cointegrated Vector Autoregressive Models by : Soren Johansen

Download or read book Likelihood-Based Inference in Cointegrated Vector Autoregressive Models written by Soren Johansen and published by . This book was released on with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of