Likelihood-based inference in cointegrated vector autoregressive models
Throughout the period of preparing this monograph I have had the pleasure of collaborating with Katarina Juselius, who introduced me to the topic of cointegration by asking me to give some lectures on the basic paper by Clive Granger (1983). Since then we have worked on developing the theory in cl...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Oxford University Press
2012
|
| Matèries: | |
| Accés en línia: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30571 |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
Sigues el primer a deixar un comentari!