Verfügbarkeit: Likelihood based inference in cointegrated vector autoregressive models

Likelihood based inference in cointegrated vector autoregressive models:

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Bibliographische Detailangaben
1. Verfasser:	Johansen, Søren (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Oxford [u.a.] Oxford Univ. Press 1996
Schriftenreihe:	Advanced texts in econometrics
Schlagworte:	Vektor-autoregressives Modell Nichtstationäre Zeitreihenanalyse Maximum-Likelihood-Schätzung Kointegration Statistik Wahrscheinlichkeitsmaß
Beschreibung:	XII, 267 S. graph. Darst.
ISBN:	0198774494 0198774508

Internformat

MARC


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Datensatz im Suchindex

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author	Johansen, Søren
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ctrlnum	(OCoLC)613848998 (DE-599)BVBBV011014735
discipline	Mathematik Wirtschaftswissenschaften
format	Book
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indexdate	2024-07-09T18:02:37Z
institution	BVB
isbn	0198774494 0198774508
language	English
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physical	XII, 267 S. graph. Darst.
publishDate	1996
publishDateSearch	1996
publishDateSort	1996
publisher	Oxford Univ. Press
record_format	marc
series2	Advanced texts in econometrics
spelling	Johansen, Søren Verfasser aut Likelihood based inference in cointegrated vector autoregressive models Søren Johansen likelihood-based Oxford [u.a.] Oxford Univ. Press 1996 XII, 267 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd rswk-swf Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 s Vektor-autoregressives Modell (DE-588)4288533-4 s Wahrscheinlichkeitsmaß (DE-588)4137556-7 s Kointegration (DE-588)4347470-6 s DE-604 Maximum-Likelihood-Schätzung (DE-588)4194624-8 s 1\p DE-604 Statistik (DE-588)4056995-0 s 2\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Johansen, Søren Likelihood based inference in cointegrated vector autoregressive models Vektor-autoregressives Modell (DE-588)4288533-4 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Kointegration (DE-588)4347470-6 gnd Statistik (DE-588)4056995-0 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd
subject_GND	(DE-588)4288533-4 (DE-588)4300599-8 (DE-588)4194624-8 (DE-588)4347470-6 (DE-588)4056995-0 (DE-588)4137556-7
title	Likelihood based inference in cointegrated vector autoregressive models
title_alt	likelihood-based
title_auth	Likelihood based inference in cointegrated vector autoregressive models
title_exact_search	Likelihood based inference in cointegrated vector autoregressive models
title_full	Likelihood based inference in cointegrated vector autoregressive models Søren Johansen
title_fullStr	Likelihood based inference in cointegrated vector autoregressive models Søren Johansen
title_full_unstemmed	Likelihood based inference in cointegrated vector autoregressive models Søren Johansen
title_short	Likelihood based inference in cointegrated vector autoregressive models
title_sort	likelihood based inference in cointegrated vector autoregressive models
topic	Vektor-autoregressives Modell (DE-588)4288533-4 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Kointegration (DE-588)4347470-6 gnd Statistik (DE-588)4056995-0 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd
topic_facet	Vektor-autoregressives Modell Nichtstationäre Zeitreihenanalyse Maximum-Likelihood-Schätzung Kointegration Statistik Wahrscheinlichkeitsmaß
work_keys_str_mv	AT johansensøren likelihoodbasedinferenceincointegratedvectorautoregressivemodels AT johansensøren likelihoodbased

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