Research Catalog
Likelihood-based inference in cointegrated vector autoregressive models
- Title
- Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen.
- Author
- Johansen, Søren, 1939-
- Publication
- Oxford ; New York : Oxford University Press, 1995.
Items in the Library & Off-site
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 96-1659 | Offsite |
Details
- Description
- x, 267 p. : ill.; 25 cm.
- Series Statement
- Advanced texts in econometrics
- Subjects
- Note
- Includes indexes.
- Bibliography (note)
- Bibliography: p. [255]-260.
- Call Number
- JBE 96-1659
- ISBN
- 0198774508 (pbk)
- 0198774494 (cased)
- LCCN
- 96136373
- OCLC
- 34077043
- Author
- Johansen, Søren, 1939-
- Title
- Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen.
- Imprint
- Oxford ; New York : Oxford University Press, 1995.
- Series
- Advanced texts in econometrics
- Bibliography
- Bibliography: p. [255]-260.
- Research Call Number
- JBE 96-1659