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

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:







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