Likelihood-based inference in cointegrated vector autoregressive models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford
Oxford University Press
1995
|
| Series: | Advanced texts in econometrics
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references (p. [255]-260) and indexes This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model |
| Physical Description: | 1 Online-Ressource (x, 267 p.) |
| ISBN: | 9780191525063 0191525065 0198774494 9780198774495 |
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Record in the Search Index
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| author | Johansen, Søren |
| author_facet | Johansen, Søren |
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| indexdate | 2024-07-10T07:14:05Z |
| institution | BVB |
| isbn | 9780191525063 0191525065 0198774494 9780198774495 |
| language | English |
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| publishDate | 1995 |
| publishDateSearch | 1995 |
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| publisher | Oxford University Press |
| record_format | marc |
| series2 | Advanced texts in econometrics |
| spelling | Johansen, Søren Verfasser aut Likelihood-based inference in cointegrated vector autoregressive models Søren Johansen Oxford Oxford University Press 1995 1 Online-Ressource (x, 267 p.) txt rdacontent c rdamedia cr rdacarrier Advanced texts in econometrics Includes bibliographical references (p. [255]-260) and indexes This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Tijdreeksen gtt Multivariabele systemen gtt Statistische analyse gtt Afleiding (logica) gtt Econometrie gtt Statistiek gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Autoregression (Statistics) fast Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Autoregression (Statistics) Statistik (DE-588)4056995-0 gnd rswk-swf 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 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 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 Erscheint auch als Druck-Ausgabe, Paperback 0-19-877450-8 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=273573 Aggregator Volltext 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 BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Tijdreeksen gtt Multivariabele systemen gtt Statistische analyse gtt Afleiding (logica) gtt Econometrie gtt Statistiek gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Autoregression (Statistics) fast Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Autoregression (Statistics) Statistik (DE-588)4056995-0 gnd 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 Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4300599-8 (DE-588)4137556-7 (DE-588)4288533-4 (DE-588)4347470-6 (DE-588)4194624-8 |
| 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 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 | BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Tijdreeksen gtt Multivariabele systemen gtt Statistische analyse gtt Afleiding (logica) gtt Econometrie gtt Statistiek gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Autoregression (Statistics) fast Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Autoregression (Statistics) Statistik (DE-588)4056995-0 gnd 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 Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Statistics Tijdreeksen Multivariabele systemen Statistische analyse Afleiding (logica) Econometrie Statistiek Estatistica aplicada a economia Inferencia estatistica Autoregression (Statistics) Econometric models Statistik Wirtschaft Ökonometrisches Modell Nichtstationäre Zeitreihenanalyse Wahrscheinlichkeitsmaß Vektor-autoregressives Modell Kointegration Maximum-Likelihood-Schätzung |
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