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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 |
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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
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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 |