Likelihood based inference in cointegrated vector autoregressive models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford [u. a.]
Oxford Univ. Pr.
1995
|
| Series: | Advanced texts in econometrics
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| Subjects: | |
| Physical Description: | X, 267 S. |
| ISBN: | 0198774508 |
Staff View
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Record in the Search Index
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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 |
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| 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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| 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 |
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| physical | X, 267 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
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| publisher | Oxford Univ. Pr. |
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| 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 |