Hardcover
This workbook is a companion to the textbook “Likelihood-Based Inference in Cointegrated Vector Autoregressive Models”. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.
Workbook on Cointegration
$249.04
- Hardcover
172 pages
- Release Date
26 November 1998
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Summary
This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model. The main text has been used for courses on Cointegration, and many of the exercises have been posed as either training exercises or exam questions. Many of them arechallenging and summarize results published in …
Book Details
| ISBN-13: | 9780198776086 |
|---|---|
| ISBN-10: | 019877608X |
| Series: | Advanced Texts in Econometrics |
| Author: | Peter Reinhard Hansen, Søren Johansen |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Hardcover |
| Number of Pages: | 172 |
| Release Date: | 26 November 1998 |
| Weight: | 461g |
| Dimensions: | 243mm x 163mm x 18mm |
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About The Author
Peter Reinhard Hansen
Peter Reinhard Hansen is at University of California, San Diego. Soren Johansen is at University of Copenhagen.
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