Likelihood-based inference in cointegrated vector autoregressive models
By: Johansen, Soren.
Material type: BookPublisher: Oxford : Oxford Univ. Press, 1995Description: 267.ISBN: 0198774508.Call No.: HB141 J632L Subject(s): ECONOMETRIC MODELS | AUTOREGRESSION (STATISTICS)Current location | Call number | Status | Date due | Barcode |
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Main Campus Book Shelves | HB141 J632L (Browse shelf) | Available | 221120000029 |
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HB141 H462D Dynamic econometrics | HB141 I336 Identification and inference for econometric models : | HB141 I573D 1986 Dynamic econometric modeling : | HB141 J632L Likelihood-based inference in cointegrated vector autoregressive models | HB141 K534E Econometric models as guides for decision-making | HB141 K666A Analysis of economic data / | HB141 W344M Macroeconometric modelling volume II : from the 1960s |
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