Likelihood-based inference in cointegrated vector autoregressive models

Likelihood-based inference in cointegrated vector autoregressive models

Bibliografische gegevens
Hoofdauteur: Johansen, Soren
Formaat: Boek
Taal:English
Gepubliceerd in: Oxford Oxford University Press c1995.
Onderwerpen:
Econometric models.
Autogregression (Statistics).
Econometrics.