Journals Higher Education
Important We hope you are enjoying our new website. More information about the changes

£47.99

Paperback

Published: 28 December 1995

280 Pages | line figures, tables

234x156mm

ISBN: 9780198774501


Also Available As:

Ebook


Also Available In:


Bookseller Code (AJ)

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Søren Johansen

Advanced Texts in Econometrics

Professor Johansen, a leading statistician working in econometrics, gives a detailed mathetical and statistical analysis of the cointegrated ...

Share:

Also of Interest