Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Likelihood-Based Inference In Cointegrated Vector Autoregressive Models

簡體網頁||繁體網頁
Søren Johansen 作者
Oxford University Press, U.S.A.
譯者
1996-2-1 出版日期
288 頁數
GBP 56.00 價格
Paperback
叢書系列
9780198774501 圖書編碼

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 圖書標籤: time-series  計量經濟學  統計學  time  theory,  series,  quant  procedure   


喜歡 Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 的讀者還喜歡




點擊這裡下載
    


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-12-25

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 用戶評價

評分

Master level,值得推薦!

評分

Master level,值得推薦!

評分

Master level,值得推薦!

評分

Master level,值得推薦!

評分

Master level,值得推薦!

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 著者簡介


Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 著者簡介


Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 圖書描述

This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. Part I of the book is planned so that it can be used by those who want to apply the methods without going into too much detail about the probability theory. The main emphasis is on the derivation of estimators and test statistics through a consistent use of the Guassian likelihood function. It is shown that many different models can be formulated within the framework of the autoregressive model and the interpretation of these models is discussed in detail. In particular, models involving restrictions on the cointegration vectors and the adjustment coefficients are discussed, as well as the role of the constant and linear drift. In Part II, the asymptotic theory is given the slightly more general framework of stationary linear processes with i.i.d. innovations. Some useful mathematical tools are collected in Appendix A, and a brief summary of weak convergence in given in Appendix B. The book is intended to give a relatively self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved. Many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contract with the application and the methods have been implemented in the computer package CATS in RATS as a result of a rcollaboation with Katarina Juselius and Henrik Hansen.

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 下載 mobi epub pdf txt 在線電子書下載


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


分享鏈接





Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 在線電子書 相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 book.wenda123.org All Rights Reserved. 圖書目錄大全 版權所有