Likelihood based inference in cointegrated vector autoregressive models:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Oxford [u. a.]
Oxford Univ. Pr.
1995
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Schriftenreihe: | Advanced texts in econometrics
|
Schlagworte: | |
Beschreibung: | X, 267 S. |
ISBN: | 0198774508 |
Internformat
MARC
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035 | |a (DE-599)BVBBV025890302 | ||
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100 | 1 | |a Johansen, Søren |e Verfasser |4 aut | |
245 | 1 | 0 | |a Likelihood based inference in cointegrated vector autoregressive models |c Soren Johansen |
264 | 1 | |a Oxford [u. a.] |b Oxford Univ. Pr. |c 1995 | |
300 | |a X, 267 S. | ||
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337 | |b n |2 rdamedia | ||
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650 | 0 | 7 | |a Vektor-autoregressives Modell |0 (DE-588)4288533-4 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
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---|---|
any_adam_object | |
author | Johansen, Søren |
author_facet | Johansen, Søren |
author_role | aut |
author_sort | Johansen, Søren |
author_variant | s j sj |
building | Verbundindex |
bvnumber | BV025890302 |
classification_rvk | QH 237 QH 300 SK 840 SK 980 |
ctrlnum | (OCoLC)610924602 (DE-599)BVBBV025890302 |
dewey-full | 330.015195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330.015195 |
dewey-search | 330.015195 |
dewey-sort | 3330.015195 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV025890302 |
illustrated | Not Illustrated |
indexdate | 2024-07-09T22:14:27Z |
institution | BVB |
isbn | 0198774508 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019136831 |
oclc_num | 610924602 |
open_access_boolean | |
owner | DE-11 |
owner_facet | DE-11 |
physical | X, 267 S. |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Oxford Univ. Pr. |
record_format | marc |
series2 | Advanced texts in econometrics |
spelling | Johansen, Søren Verfasser aut Likelihood based inference in cointegrated vector autoregressive models Soren Johansen Oxford [u. a.] Oxford Univ. Pr. 1995 X, 267 S. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Kointegration (DE-588)4347470-6 gnd rswk-swf Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd rswk-swf Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Statistik (DE-588)4056995-0 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 Statistik (DE-588)4056995-0 s |
spellingShingle | Johansen, Søren Likelihood based inference in cointegrated vector autoregressive models Kointegration (DE-588)4347470-6 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd |
subject_GND | (DE-588)4347470-6 (DE-588)4137556-7 (DE-588)4300599-8 (DE-588)4288533-4 (DE-588)4194624-8 (DE-588)4056995-0 |
title | Likelihood based inference in cointegrated vector autoregressive models |
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 Soren Johansen |
title_fullStr | Likelihood based inference in cointegrated vector autoregressive models Soren Johansen |
title_full_unstemmed | Likelihood based inference in cointegrated vector autoregressive models Soren Johansen |
title_short | Likelihood based inference in cointegrated vector autoregressive models |
title_sort | likelihood based inference in cointegrated vector autoregressive models |
topic | Kointegration (DE-588)4347470-6 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd |
topic_facet | Kointegration Wahrscheinlichkeitsmaß Nichtstationäre Zeitreihenanalyse Vektor-autoregressives Modell Maximum-Likelihood-Schätzung Statistik |
work_keys_str_mv | AT johansensøren likelihoodbasedinferenceincointegratedvectorautoregressivemodels |