Related Books
Language: en
Pages: 280
Pages: 280
Type: BOOK - Published: 1995 - Publisher: Oxford University Press, USA
This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegrat
Language: en
Pages: 280
Pages: 280
Type: BOOK - Published: 1995-12-28 - Publisher: OUP Oxford
This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can
Language: en
Pages: 80
Pages: 80
Type: BOOK - Published: 2000 - Publisher:
Language: en
Pages: 278
Pages: 278
Type: BOOK - Published: - Publisher:
Language: en
Pages:
Pages:
Type: BOOK - Published: 2003 - Publisher: