Likelihood-based Inference in Cointegrated Vector Autoregressive Models PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Likelihood-based Inference in Cointegrated Vector Autoregressive Models PDF full book. Access full book title Likelihood-based Inference in Cointegrated Vector Autoregressive Models by Søren Johansen. Download full books in PDF and EPUB format.

Likelihood-based Inference in Cointegrated Vector Autoregressive Models

Likelihood-based Inference in Cointegrated Vector Autoregressive Models PDF Author: Søren Johansen
Publisher: Oxford University Press, USA
ISBN: 0198774508
Category : Business & Economics
Languages : en
Pages : 280

Book Description
This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.
➤