Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
$125.01
- Paperback
280 pages
- Release Date
28 December 1995
Summary
Mastering Cointegrated VAR Models: A Likelihood-Based Approach
This book presents a comprehensive mathematical and statistical exploration of the cointegrated vector autoregressive (VAR) model. Renowned for its ability to capture both short-run dynamic properties and long-run equilibrium behavior in non-stationary time series, this model provides a robust statistical framework for addressing relevant economic questions.
Part I is designed for practitioners s…
Book Details
| ISBN-13: | 9780198774501 |
|---|---|
| ISBN-10: | 0198774508 |
| Series: | Advanced Texts in Econometrics |
| Author: | Søren Johansen |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 280 |
| Release Date: | 28 December 1995 |
| Weight: | 425g |
| Dimensions: | 234mm x 156mm x 16mm |
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About The Author
Søren Johansen
Author Biography
[Author Name] is a [Title] at the University of Copenhagen. Their research focuses on [Research Interests]. They hold a [Degree] in [Major] from [University Name] and a [Degree] in [Major] from [University Name]. [Author Name] has published extensively in leading academic journals and has presented their work at numerous international conferences.
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