Likelihood-based inference in cointegrated vector autoregressive models /

Likelihood-based inference in cointegrated vector autoregressive models /

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Bibliographic Details
Author / Creator:	Johansen, Søren, 1939-
Imprint:	Oxford ; New York : Oxford University Press, 1995.
Description:	x, 267 p. : ill. ; 25 cm.
Language:	English
Series:	Advanced texts in econometrics
Subject:	Econometric models. Autoregression (Statistics) Autoregression (Statistics) Econometric models.
Format:	E-Resource Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/2435271

Hidden Bibliographic Details
Varying Form of Title:	Likelihood based inference in cointegrated vector autoregressive models
ISBN:	0198774508 (pbk) : £17.99 0198774494 (cased)
Notes:	Includes indexes. Bibliography: p. [255]-260. Also available on the Internet to subscribing institutions.
Standard no.:	9780198774501

Regenstein, Bookstacks

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Holdings details from Regenstein, Bookstacks
Call Number:	HB141.J640 1995
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian