9780198774501 - likelihood-based inference in cointegrated vector autoregressive models (advanced texts in econometrics) di johansen, søren (26 risultati)
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
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Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
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Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Greenworld Books, arlington, TX, U.S.A.Greenworld Books
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Condizione: very_good. Fast Free Shipping â" Very Good condition book with a firm cover and clean pages. Shows normal use and some light wear or limited notes markings. A solid, nice copy to enjoy.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: thebookforest.com, San Rafael, CA, U.S.A.thebookforest.com
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Condizione: Good. paperback. Wrappers are firm, text block clean, without highlights/underlining or markings. Some rubbing/curling to wrappers. Supporting Bay Area Friends of the Library since 2010. Well packaged and promptly shipped.
Lingua: Inglese
Editore: Oxford University Press, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pen markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:97801987…74501.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: OUP Oxford 1995-12, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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PF. Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, GB, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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Paperback. Condizione: New. This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. I…t also allows relevant economic questions to be formulated in a consistent statistical framework.Part I of the book is planned so that it can be used by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistent use of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift.In Part II, the asymptotic theory is given the slightly more general framework of stationary linear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B.The book is intended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.Many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS as a result of a rcollaboation with Katarina Juselius and Henrik Hansen.
Lingua: Inglese
Editore: Oxford University Press, U.S.A., 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Condizione: New. Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. Many exercises are provided. Series:…Advanced Texts in Econometrics. Num Pages: 280 pages, line figures, tables. BIC Classification: KCH; PBT; PDE; TBJ. Category: (P) Professional & Vocational. Dimension: 232 x 156 x 16. Weight in Grams: 416. . 1996. Illustrated. paperback. . . . .
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Oxford University Press, U.S.A., 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New. Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. Many exercises are provided. Series:…Advanced Texts in Econometrics. Num Pages: 280 pages, line figures, tables. BIC Classification: KCH; PBT; PDE; TBJ. Category: (P) Professional & Vocational. Dimension: 232 x 156 x 16. Weight in Grams: 416. . 1996. Illustrated. paperback. . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Oxford University Press, GB, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
- Brossura
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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Paperback. Condizione: New. This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. I…t also allows relevant economic questions to be formulated in a consistent statistical framework.Part I of the book is planned so that it can be used by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistent use of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift.In Part II, the asymptotic theory is given the slightly more general framework of stationary linear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B.The book is intended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.Many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS as a result of a rcollaboation with Katarina Juselius and Henrik Hansen.
Lingua: Inglese
Editore: Oxford University Press, U.S.A., 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
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Editore: Oxford University Press, Oxford, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Paperback. Condizione: new. Paperback. This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary tim…e series. It also allows relevant economic questions to be formulated in a consistent statistical framework.Part I of the book is planned so that it can beused by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistentuse of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift.In Part II, the asymptotic theory is given the slightly more general framework of stationarylinear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B.The book isintended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.Many exercises are provided. The theoretical analysis is illustrated withthe empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS asa result of a rcollaboation with Katarina Juselius and Henrik Hansen. A detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Oxford University Press, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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Paperback. Condizione: new. Paperback. This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary tim…e series. It also allows relevant economic questions to be formulated in a consistent statistical framework.Part I of the book is planned so that it can beused by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistentuse of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift.In Part II, the asymptotic theory is given the slightly more general framework of stationarylinear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B.The book isintended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.Many exercises are provided. The theoretical analysis is illustrated withthe empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS asa result of a rcollaboation with Katarina Juselius and Henrik Hansen. A detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
- Brossura
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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Paperback. Condizione: new. Paperback. This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary tim…e series. It also allows relevant economic questions to be formulated in a consistent statistical framework.Part I of the book is planned so that it can beused by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistentuse of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift.In Part II, the asymptotic theory is given the slightly more general framework of stationarylinear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B.The book isintended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.Many exercises are provided. The theoretical analysis is illustrated withthe empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS asa result of a rcollaboation with Katarina Juselius and Henrik Hansen. A detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: OUP Oxford, 1995
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge…of multivariate regression analysis and l.
Lingua: Inglese
Editore: OUP Oxford, 1996
Serie: Advanced Texts in Econometrics, Libro 9 di 26. Libro 9 di 26 - Advanced Texts in Econometrics
- Brossura
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. This model has gained popularity because it can at the same time capture the short-run dynamic properties as well as the l…ong-run equilibrium behaviour of many non-stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. The book is intended to give a relatively self-containing presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved.
