Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics) - Couverture souple

Livre 9 sur 26: Advanced Texts in Econometrics

Johansen, Søren

 
9780198774501: Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)
Couverture souple
ISBN 10 : 0198774508 ISBN 13 : 9780198774501
Editeur : Oxford University Press, U.S.A., 1996

Synopsis

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 C.A.T.S. in R.A.T.S. . About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Biographie de l'auteur

Søren Johansen is at University of Copenhagen.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Oxford University Press, U.S.A.
Date d'édition
1996
Langue
anglais
ISBN 10 
0198774508
ISBN 13 
9780198774501
Reliure
Broché
Nombre de pages
288
Coordonnées du fabricant
non disponible
Personne responsable
Ufficio Anagrafiche Messaggerie
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
20090
Italie

Autres éditions populaires du même titre

9780198774495: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Edition présentée

ISBN 10 :  0198774494 ISBN 13 :  9780198774495
Editeur : Oxford University Press, 1995
Couverture rigide