Likelihood Based Inference for Cointegration of Non-Stationary Time Series

Søren Johansen, D.R. Cox (Redaktør), Ole E. Barndorff-Nielsen (Redaktør), David Hinkley (Redaktør)

OriginalsprogEngelsk
TitelLikelihood, Time Series with Econometric and other Applications
RedaktørerD. R. Cox, David Hinkley, Ole E. Barndorff-Nielsen
ForlagTaylor & Francis
Publikationsdato1996
ISBN (Trykt)041272930X
StatusUdgivet - 1996

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