Likelihood-based inference in coentegrated vector autoregressive models

Likelihood-based inference in coentegrated vector autoregressive models

Xehetasun bibliografikoak
Egile nagusia: Johansen, Soren
Formatua: Liburua
Hizkuntza:English
Argitaratua: Oxford Oxford University Press 1995.
Gaiak:
Time-series analysis.