Likelihood-Based Inference in Cointegrated Vector Autoregressive Models by Søren Johansen.

A highly regarded advanced econometrics text covering the mathematical and statistical analysis of cointegrated vector autoregressive models. The book develops likelihood-based methods for analysing non-stationary economic time series and has become an important reference work for graduate students, researchers and professional econometricians.

Read and used, Clean pages throughout with a solid binding. No highlighting, underlining or annotations observed. Light shelf and handling wear to covers consistent with age and use.

A handwritten name is present on the title page; the image of the previous owner’s name is not shown for privacy but can be supplied on request.

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