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Book Review: Johansen, Søren: Likelihood‐based Inference in Cointegrated Vector Autoregressive Models Clarendon Press, Oxford, 1995, x+267 pp. ISBN 0‐19‐877449‐4.
Author(s) -
Larsson Rolf
Publication year - 1997
Publication title -
scandinavian journal of economics
Language(s) - Italian
Resource type - Journals
SCImago Journal Rank - 1.725
H-Index - 64
eISSN - 1467-9442
pISSN - 0347-0520
DOI - 10.1111/1467-9442.00067
Subject(s) - autoregressive model , inference , cointegration , econometrics , history , library science , mathematics , artificial intelligence , computer science
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