Likelihood-based inference in coentegrated vector autoregressive models

Likelihood-based inference in coentegrated vector autoregressive models

Manylion Llyfryddiaeth
Prif Awdur: Johansen, Soren
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Oxford Oxford University Press 1995.
Pynciau:
Time-series analysis.