{"product_id":"likelihood-based-inference-in-cointegrated-vector-autoregressive-models-9780198774501","title":"Likelihood-Based Inference in Cointegrated Vector Autoregressive Models","description":"In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and\u003cbr\u003eresearchers with a good knowledge of multivariate regression analysis and likelihood methods. The theory is treated in detail to give the reader a working knowledge of the techniques involved, and many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two\u003cbr\u003esets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS. \u003cp\u003e\u003c\/p\u003e\u003cstrong\u003eAbout the Series\u003c\/strong\u003e\u003cbr\u003eAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume\u003cbr\u003eexplains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Søren Johansen\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Oxford University Press, USA\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/01\/1996\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 280\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.88lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.60d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780198774501\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Oxford University Press, USA","offers":[{"title":"Paperback","offer_id":39932107161715,"sku":"9.78E+12","price":94.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_de43ec6b-a7ec-4a61-98ba-72456c8ffbab.jpg?v=1647790086","url":"https:\/\/bookstorenmore.com\/products\/likelihood-based-inference-in-cointegrated-vector-autoregressive-models-9780198774501","provider":"Bookstore N More","version":"1.0","type":"link"}