Likelihood-based inference in cointegrated vector autoregressive models

Likelihood-based inference in cointegrated vector autoregressive models

書目詳細資料
主要作者: Johansen, Soren
格式: 圖書
語言:English
出版: Oxford Oxford University Press c1995.
主題:
Econometric models.
Autogregression (Statistics).
Econometrics.