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)