Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
ISBN:9780198774501This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoreg...
Likelihood Based Inference in Cointegrated Vector Autoregressive Models
Analysis of Integrated And Cointegrated Time Series With R
ISBN:9780387279596...
Analysis of Integrated And Cointegrated Time Series With R
The Cointegrated Var Model
ISBN:9780199285662...
The Cointegrated VAR Model
ISBN:9780199285679This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied...
Analysis of Integrated and Cointegrated Time Series with R
ISBN:9780387759661This book is designed for self study. The reader can apply the theoretical concepts directly within...
Analysis of Integrated and Cointegrated Time Series with R