Likelihood Based Infer Ate:p P

This monograph, written by a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector aut... » 

This monograph, written by a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. The reader is assumed to have an understanding of multivariate regression analysis and likelihood methods. «