The Resource Likelihood-based inference in cointegrated vector autoregressive models, Søren Johansen, (electronic resource)

Likelihood-based inference in cointegrated vector autoregressive models, Søren Johansen, (electronic resource)

Label
Likelihood-based inference in cointegrated vector autoregressive models
Title
Likelihood-based inference in cointegrated vector autoregressive models
Statement of responsibility
Søren Johansen
Creator
Contributor
Provider
Subject
Language
eng
Summary
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
Member of
Cataloging source
StDuBDS
http://library.link/vocab/creatorDate
1939-
http://library.link/vocab/creatorName
Johansen, Søren
Illustrations
illustrations
Index
index present
LC call number
HB141
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Oxford Scholarship Online
  • Oxford University Press
Series statement
Advanced texts in econometrics
http://library.link/vocab/subjectName
  • Econometric models
  • Autoregression (Statistics)
Target audience
specialized
Label
Likelihood-based inference in cointegrated vector autoregressive models, Søren Johansen, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (x, 267 p.)
Form of item
online
Isbn
9780191596476
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000074060
Label
Likelihood-based inference in cointegrated vector autoregressive models, Søren Johansen, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (x, 267 p.)
Form of item
online
Isbn
9780191596476
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000074060

Library Locations

  • African Studies LibraryBorrow it
    771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Alumni Medical LibraryBorrow it
    72 East Concord Street, Boston, MA, 02118, US
    42.336388 -71.072393
  • Astronomy LibraryBorrow it
    725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US
    42.350259 -71.105717
  • Fineman and Pappas Law LibrariesBorrow it
    765 Commonwealth Avenue, Boston, MA, 02215, US
    42.350979 -71.107023
  • Frederick S. Pardee Management LibraryBorrow it
    595 Commonwealth Avenue, Boston, MA, 02215, US
    42.349626 -71.099547
  • Howard Gotlieb Archival Research CenterBorrow it
    771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Mugar Memorial LibraryBorrow it
    771 Commonwealth Avenue, Boston, MA, 02215, US
    42.350723 -71.108227
  • Music LibraryBorrow it
    771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Pikering Educational Resources LibraryBorrow it
    2 Silber Way, Boston, MA, 02215, US
    42.349804 -71.101425
  • School of Theology LibraryBorrow it
    745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350494 -71.107235
  • Science & Engineering LibraryBorrow it
    38 Cummington Mall, Boston, MA, 02215, US
    42.348472 -71.102257
  • Stone Science LibraryBorrow it
    675 Commonwealth Avenue, Boston, MA, 02445, US
    42.350103 -71.103784
Processing Feedback ...