|
|
Sold Out
Book Categories |
| 1 | Introduction | |
| 2 | The Vector Autoregressive Model | |
| 3 | Basic Definitions and Concepts | |
| 4 | Cointegration and Representation of Integrated Variables | |
| 5 | The I(1) Models and their Interpretation | |
| 6 | The Statistical Analysis of I(1) Models | |
| 7 | Hypothesis Testing for the Long-Run Coefficients [beta] | |
| 8 | Partial Systems and Hypotheses on [alpha] | |
| 9 | The I(2) Model and a Test for I(2) | |
| 10 | Probability Properties of I(1) Processes | |
| 11 | The Asymptotic Distribution of the Test for Cointegrating Rank | |
| 12 | Determination of Cointegrating Rank | |
| 13 | Asymptotic Properties of the Estimators | |
| 14 | The Power Function of the Test for Cointegrating Rank under Local Alternatives | |
| 15 | Simulations and Tables | |
| App. A Some Mathematical Results | ||
| App. B Weak Convergence of Probability Measures on R[superscript p] and C[0,1] | ||
| References | ||
| Subject Index | ||
| Author Index |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Kurt Meyers
reviewed Likelihood-Based Inference in Cointegrated Vector Autoregressive Models on January 07, 2013 Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Though i am not so into stats, this book is excellent in understanding the mathematics of doing panel data analysis.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
X
This Item is in Your Inventory
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
X
You must be logged in to review the productsX
X
X
Add Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, In 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-contain, Likelihood-Based Inference in Cointegrated Vector Autoregressive Models to the inventory that you are selling on WonderClubX
X
Add Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, In 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-contain, Likelihood-Based Inference in Cointegrated Vector Autoregressive Models to your collection on WonderClub |
