Produkt mají v nabídce:
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models - Johansen, Soren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematical Statistics, University of Copenhagen)
Professor Johansen gives a detailed mathematical and statistical analysis of the co-integrated vector autoregressive model in a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. Many exercises are provided.
