Likelihood Based Inference Cointegrated Vector by Johansen Søren (23 results)
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Condition: 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.
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Condition: 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.
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by Oxford University Press 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Hardcover
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gebundene Ausgabe. Condition: Gut. 267 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560.
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by OUP Oxford 1995-12 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by Oxford University Press, GB 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Paperback. Condition: 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. 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 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.
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Language: English
Published by Oxford University Press, U.S.A. 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Condition: 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: A…dvanced 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.
Language: English
Published by Oxford University Press, GB 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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Paperback. Condition: 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. 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 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.
Language: English
Published by Oxford University Press, U.S.A. 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Published by Oxford University Press, Oxford 1995
- Hardcover
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orig.cloth Minor rubbing. Name on flyleaf. VG., dustwrapper. 24x15cm, x,267 pp. "This monograph, written by a leading statistician working in econometrics,gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The book is a self-contained presentation for graduate students and res…earchers with a good knowledge of multivariate regression analysis and likelihood methods. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data" - Publisher's description. Minor rubbing. Name on flyleaf. VG., dustwrapper.
- Softcover
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Soft Cover. Condition: Good. Advanced Texts in Econometrics. Oxford University Press. New York. 1996. De 23,5x16 cm. Com xii, 267 págs. Brochado. Ilustrado com gráficos. Language: Português / Portuguese Location/localizacao: SACO RS793-39.
Language: English
Published by Oxford University Press, U.S.A. 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Condition: new. Questo è un articolo print on demand.
Language: English
Published by Oxford University Press 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Language: English
Published by Oxford University Press, Oxford 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Paperback. Condition: 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 time… 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.
Language: English
Published by Oxford University Press, Oxford 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Paperback. Condition: 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 time… 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.
Language: English
Published by Oxford University Press, Oxford 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Paperback. Condition: 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 time… 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.
Language: English
Published by OUP Oxford 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
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Condition: 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 o…f multivariate regression analysis and l.
Language: English
Published by OUP Oxford 1996
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Taschenbuch. Condition: 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 lo…ng-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.
Language: English
Published by OUP Oxford 1995
Series: Advanced Texts in Econometrics, Book 9 of 26. Book 9 of 26 - Advanced Texts in Econometrics
- Softcover
- Print on Demand
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Taschenbuch. Condition: Neu. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models | Soren Johansen (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 1995 | OUP Oxford | EAN 9780198774501 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbiet…er: preigu Print on Demand.
