Johansen, Soren, 1939-

Likelihood-based inference in cointegrated vector autoregressive models / Soren Johansen. - Oxford ; New York : Oxford University Press, 1995. - x, 267 p. : ill. ; 25 cm. - Advanced texts in econometrics .

Includes indexes.

incluye referencias bibliográficas en indice, [255]-260.

0198774508 (pbk) 0198774494 (cased)

96136373


CRV
Colección René Villarreal.
Econometric models.
Autoregression (Statistics)

Econometrics

HB141 / .J65 1995

330.01