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180413 ||| eng |
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|a 9780191596476
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| 050 |
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4 |
|a HB141
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| 100 |
1 |
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|a Johansen, S²ren
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| 245 |
0 |
0 |
|a Likelihood-based inference in cointegrated vector autoregressive models
|h Elektronische Ressource
|c S²ren Johansen
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| 260 |
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|a Oxford
|b Oxford University Press
|c 1995, 1995
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| 300 |
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|a x, 267 p.
|b ill
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| 505 |
0 |
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|a Includes bibliographical references and index
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| 653 |
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|a Econometric models
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| 653 |
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|a Autoregression (Statistics)
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b OUP
|a Oxford University Press
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| 490 |
0 |
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|a Advanced texts in econometrics / Advanced texts in econometrics
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| 028 |
5 |
0 |
|a 10.1093/0198774508.001.0001
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| 856 |
4 |
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|u http://dx.doi.org/10.1093/0198774508.001.0001?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330.015195
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| 520 |
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|a This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model
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