Likelihood based inference in cointegrated vector autoregressive models: advanced texts in econometrics
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Oxford
Oxford University Press
1995
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Schlagworte: | |
Beschreibung: | 267 S. |
ISBN: | 0198774508 |
Internformat
MARC
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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 | BV025914567 |
classification_rvk | QH 237 SK 980 |
ctrlnum | (OCoLC)916717859 (DE-599)BVBBV025914567 |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV025914567 |
illustrated | Not Illustrated |
indexdate | 2024-07-09T22:14:53Z |
institution | BVB |
isbn | 0198774508 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019159869 |
oclc_num | 916717859 |
open_access_boolean | |
owner | DE-11 |
owner_facet | DE-11 |
physical | 267 S. |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Oxford University Press |
record_format | marc |
spelling | Johansen, Søren Verfasser aut Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics Søren Johansen Oxford Oxford University Press 1995 267 S. txt rdacontent n rdamedia nc rdacarrier Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 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 advanced texts in econometrics Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Kointegration (DE-588)4347470-6 gnd Statistik (DE-588)4056995-0 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
subject_GND | (DE-588)4300599-8 (DE-588)4137556-7 (DE-588)4288533-4 (DE-588)4347470-6 (DE-588)4056995-0 (DE-588)4194624-8 |
title | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics |
title_auth | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics |
title_exact_search | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics |
title_full | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics Søren Johansen |
title_fullStr | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics Søren Johansen |
title_full_unstemmed | Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics Søren Johansen |
title_short | Likelihood based inference in cointegrated vector autoregressive models |
title_sort | likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics |
title_sub | advanced texts in econometrics |
topic | Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Kointegration (DE-588)4347470-6 gnd Statistik (DE-588)4056995-0 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
topic_facet | Nichtstationäre Zeitreihenanalyse Wahrscheinlichkeitsmaß Vektor-autoregressives Modell Kointegration Statistik Maximum-Likelihood-Schätzung |
work_keys_str_mv | AT johansensøren likelihoodbasedinferenceincointegratedvectorautoregressivemodelsadvancedtextsineconometrics |