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...
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| 格式: | 图书 |
| 语言: | English |
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Oxford University Press
2012
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| 在线阅读: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30571 |
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