Jump to ContentJump to Main Navigation
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models$
Users without a subscription are not able to see the full content.

Søren Johansen

Print publication date: 1995

Print ISBN-13: 9780198774501

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198774508.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (www.oxfordscholarship.com). (c) Copyright Oxford University Press, 2019. All Rights Reserved. Under the terms of the licence agreement, an individual user may print out a PDF of a single chapter of a monograph in OSO for personal use (for details see www.oxfordscholarship.com/page/privacy-policy).date: 25 April 2019

Introduction

Introduction

Chapter:
(p.3) 1 Introduction
Source:
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Author(s):

Søren Johansen (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0198774508.003.0001

Contains an overview of the monograph and discusses the statistical methodology of building and analysing statistical models and their likelihood function with the purpose of deriving estimators and tests. The vector autoregressive model is used because it allows a flexible statistical description of the data. It makes it possible to embed interesting economic hypotheses as parametric restrictions and hence allow them to be tested against data.

Keywords:   economic hypotheses, likelihood function, statistical description, statistical methodology, statistical models

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .