Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Condition:Like New Figes charts a vast experiment

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Condition:Like New Figes charts a vast experimentIn 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 researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theory is treated in detail to give the reader a working