Likelihood-based inference in cointegrated vector autoregressive models /
by Johansen, Søren.
Material type:
BookSeries: Advanced texts in econometrics.Publisher: Oxford ; New York : Oxford University Press, 1995Description: x, 267 p. : ill. ; 25 cm.ISBN: 0198774508 (pbk) :; 0198774494 (cased).Subject(s): Econometric models | Autoregression (Statistics) | EconometricsOnline resources: Publisher description
| Item type | Current location | Collection | Call number | Status | Date due | Barcode |
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Dhaka University Science Library General Stacks | Non Fiction | 519.54 JOL (Browse shelf) | Available | 364807 |
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| 519.54 HIP Prediction analysis of cross classifications / | 519.54 JIA Asymptotic analysis of mixed effects models : | 519.54 JIA Asymptotic analysis of mixed effects models : | 519.54 JOL Likelihood-based inference in cointegrated vector autoregressive models / | 519.54 KUR Recursive nonlinear estimation : | 519.54 RAA Asymptotic theory of statistical inference / | 519.54 ROS Statistical inference / |
Includes index.
Bibliography: p. [255]-260.
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