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 ...
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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.
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Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $49.00, very good condition, Sold by Greenworld Books rated 4.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 1996 by Oxford University Press.
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Very Good condition book with a firm cover and clean pages. Shows normal use and some light wear or limited notes markings. A solid nice copy to enjoy.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $49.00, very good condition, Sold by My Dead Aunt's Books rated 4.0 out of 5 stars, ships from Hyattsville, MD, UNITED STATES, published 1995 by Oxford University Press.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $62.76, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Oxford University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Book contains pen markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 550grams, ISBN: 9780198774501.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $79.73, new condition, Sold by Orange World rated 4.0 out of 5 stars, ships from mundelein, IL, UNITED STATES, published 1996 by Oxford University Press.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $86.37, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1996 by Oxford University Press.
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Fine. Trade paperback (US). Glued binding. 280 p. Contains: Unspecified. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $86.88, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1996 by Oxford University Press.
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New. Trade paperback (US). Glued binding. 280 p. Contains: Unspecified. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $91.17, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1996 by Oxford University Press.
Add this copy of Likelihood-Based Inference in Cointegrated Vector to cart. $95.35, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1996 by Oxford University Press.
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Fine. Trade paperback (US). Glued binding. 280 p. Contains: Unspecified. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
