Likelihood-based Inference on Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics) - Tapa dura
Libro 9 de 26: Advanced Texts in Econometrics
Sinopsis
This monograph, written by a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS.
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Reseña del editor
This monograph, written by a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS.
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Likelihood-based Inference on Cointegrated Vector Autoregressive Models
Publicado por
Oxford University Press, 1995
ISBN 10: 0198774494
ISBN 13: 9780198774495
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Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
Calificación del vendedor: 5 de 5 estrellas
gebundene Ausgabe. Condición: Gut. 267 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560. Nº de ref. del artículo: 2125202
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