Likelihood based inference in cointegrated vector autoregressive models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2009
|
| Ausgabe: | Reprint. |
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Beschreibung: | XII, 267 S. graph. Darst. |
| ISBN: | 9780198774501 0198774508 |
Internformat
MARC
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| 003 | DE-604 | ||
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| 245 | 1 | 0 | |a Likelihood based inference in cointegrated vector autoregressive models |c Søren Johansen |
| 246 | 1 | 0 | |a likelihood-based |
| 250 | |a Reprint. | ||
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| 300 | |a XII, 267 S. |b graph. Darst. | ||
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| 650 | 0 | 7 | |a Nichtstationäre Zeitreihenanalyse |0 (DE-588)4300599-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Maximum-Likelihood-Schätzung |0 (DE-588)4194624-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Nichtstationäre Zeitreihenanalyse |0 (DE-588)4300599-8 |D s |
| 689 | 0 | 1 | |a Vektor-autoregressives Modell |0 (DE-588)4288533-4 |D s |
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Datensatz im Suchindex
| _version_ | 1804141175999823872 |
|---|---|
| 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 | BV036104628 |
| classification_rvk | QH 237 |
| classification_tum | MAT 634f MAT 628f WIR 017f |
| ctrlnum | (OCoLC)634302460 (DE-599)BVBBV036104628 |
| 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 |
| edition | Reprint. |
| format | Book |
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| id | DE-604.BV036104628 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:11:42Z |
| institution | BVB |
| isbn | 9780198774501 0198774508 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018994918 |
| oclc_num | 634302460 |
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| owner_facet | DE-91G DE-BY-TUM DE-11 |
| physical | XII, 267 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| 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 Reprint. Oxford [u.a.] Oxford Univ. Press 2009 XII, 267 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics 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 Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 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 1\p DE-604 Maximum-Likelihood-Schätzung (DE-588)4194624-8 s 2\p DE-604 Statistik (DE-588)4056995-0 s 3\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 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Johansen, Søren Likelihood based inference in cointegrated vector autoregressive models Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Kointegration (DE-588)4347470-6 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4137556-7 (DE-588)4288533-4 (DE-588)4347470-6 (DE-588)4300599-8 (DE-588)4194624-8 (DE-588)4056995-0 |
| 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 | Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Kointegration (DE-588)4347470-6 gnd Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Wahrscheinlichkeitsmaß Vektor-autoregressives Modell Kointegration Nichtstationäre Zeitreihenanalyse Maximum-Likelihood-Schätzung Statistik |
| work_keys_str_mv | AT johansensøren likelihoodbasedinferenceincointegratedvectorautoregressivemodels AT johansensøren likelihoodbased |