BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Paperback - 1996 - 1st Edition

by Soren Johansen

Add to wish list
  • New
  • Paperback
New

Description

Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regr
Ask the seller a question Add to wish list
A$149.01
A$15.41 Delivery to USA
Standard delivery: 7 to 12 days
More delivery options
Ships from Ria Christie Collections (Greater London, United Kingdom)
The BIBLIO Guarantee

Details

  • Title Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
  • Author Soren Johansen
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Condition New
  • Pages 280
  • Volumes 1
  • Language ENG
  • Publisher OUP Oxford
  • Publication date 1996-02-01
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • Bookseller's Inventory # ria9780198774501_inp
  • ISBN 9780198774501 / 0198774508
  • Weight 0.88 lbs (0.40 kg)
  • Dimensions 9.21 x 6.14 x 0.6 in (23.39 x 15.60 x 1.52 cm)
  • Category Business / Economics / Finance
  • Library of Congress subjects Econometric models, Autoregression (Statistics)
  • Library of Congress Catalogue Number 96136373
  • Dewey Decimal Code 330.015
  • Quantity available 561

About Ria Christie Collections Greater London, United Kingdom

Specialising in: Books, Calendars, Fiction Books, Non- Fiction Books, Textbooks
Biblio member since 2014

Hello We are professional online booksellers. We sell mostly new books and textbooks and we do our best to provide a competitive price. We are based in Greater London, UK. We pride ourselves by providing a good customer service throughout, shipping the items quickly and replying to customer queries promptly. Ria Christie Collections

Terms of Sale:

30 day return guarantee, with full refund including original shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.

Browse books from Ria Christie Collections

Reader reviews for Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Write a review for this book

There are no reviews for this book yet. Be the first to write a review!

Your review will be anonymous unless you login or create an account first.

Overall rating
Remember: You’re rating the book as a work, not the seller or the condition of the specific copy you purchased!

Important Terms and Guidelines

  • Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
  • Reviews must be at least 140 characters in length.
  • Please do not reveal critical plot elements.
  • This is not a help line. Contact customer support if you need help.
Your review must not include:
  • Obscenities, discriminatory language, or other insulting language not suitable for public domain
  • Advertisements, “spam” content, or references to other products, offers or websites.
  • Email addresses, URLs, phone numbers, physical addresses or other contact information.
  • Overly critical comments about other reviews or reviewers
  • Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
  • Availability, price, or alternative ordering/shipping information

From the publisher

In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theory is treated in detail to give the reader a working knowledge of the techniques involved, and many exercises are provided. 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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

From the rear cover

This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. This model has gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. The book is intended to give a relatively self-containing presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.

Please wait a moment while we load the requested page.

tracking-