TY - BOOK ID - 19024191 TI - Likelihood-based inference in cointegrated vector autoregressive models PY - 1995 SN - 0198774508 0198774494 0191596477 9786612052538 1282052535 0191525065 9780191525063 9780198774501 PB - Oxford ; New York : Oxford University Press, DB - UniCat KW - Wiskundige economie. KW - Autoregression (Statistics) KW - Autorégression (Statistique) KW - Autoregression (statistics) KW - Autoregression (Statistics). KW - Autorégression (Statistique) KW - Econometric models KW - 330.015195 KW - Econometrics KW - economische modellen KW - 303.0 KW - 303.3 KW - 305.0 KW - 305.970 KW - AA / International- internationaal KW - 330.115 KW - Mathematical models KW - Regression analysis KW - Stochastic processes KW - 330.115 Econometrie KW - Econometrie KW - modèles économiques KW - Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) KW - Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek) KW - Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën KW - Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots KW - Mathematical statistics KW - Quantitative methods (economics) KW - Econometric models. KW - E-books KW - Modèles économétriques KW - Econometrics. UR - https://www.unicat.be/uniCat?func=search&query=sysid:19024191 AB - This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model. ER -