Free delivery on all orders above RM80 to Malaysia
Get 10% off all year round! Join Thryft Club

Your cart

Your cart is empty

Check out these collections!

Bestselling Fiction
Bestselling Nonfiction
Bestselling Books for Children
Vintage and Rare Books
Vinyl Records
Women's Clothing
Men's Clothing

Stay in touch and win free books

Keep up with our latest sales and events, and receive
recommendations direct to your inbox. We'll only send the good stuff, promise!

By completing this form, you are signing up to receive our emails and can unsubscribe at any time

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

by Sren Johansen, Søren Johansen
RM175.00 MYR
Compare to estimated retail price: RM386.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Statistical analysis of non-stationary, multivariate time series.

If you're delving into econometrics, Johansen's work is seminal. It addresses the complexity of cointegration within vector autoregressive models by using a distinct likelihood-based approach. Moreover, it's not merely theoretical; it provides tools that you can practically apply to economic time series data, making it a valuable resource for both students and professionals in the field.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

by Sren Johansen, Søren Johansen
RM175.00 MYR
Compare to estimated retail price: RM386.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

Find out more about our process here.

Special Offer

Buy 3, Get Another Free On All Items Under S$10 Storewide

Discount applied automatically when you add them to your cart.

ISBN: 9780198774501
Authors: Sren Johansen, Søren Johansen
Publisher: Oxford University Press
Date of Publication: 1996-02-01
Format: Paperback
Related Collections: Economics, Science
Related Topics: Social Science, Finance, Mathematics
Goodreads rating: 3.75
(rated by 4 readers)

Description

In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model, which has been gaining in popularity. The book is a self-contained presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The theory is treated in detail to give the reader a working knowledge of the techniques involved, and many exercises are provided. The theoretical analysis is illustrated with the empirical analysis of two sets of economic data. The theory has been developed in close contact with the application and the methods have been implemented in the computer package CATS in RATS.
 

Statistical analysis of non-stationary, multivariate time series.

If you're delving into econometrics, Johansen's work is seminal. It addresses the complexity of cointegration within vector autoregressive models by using a distinct likelihood-based approach. Moreover, it's not merely theoretical; it provides tools that you can practically apply to economic time series data, making it a valuable resource for both students and professionals in the field.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.