Soren Johansen – författare

Visar alla böcker från författaren Soren Johansen. Handla med fri frakt och snabb leverans.

1 produkter

1. 

   Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

   Av Soren Johansen

   E-bok, 1995

   815 kr

   Lägg i varukorg

   This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time …