Workbook on Cointegration (Advanced Texts in Econometrics)

Workbook on Cointegration (Advanced Texts in Econometrics)

by PeterReinhardHansen (Author), SørenJohansen (Author)

Synopsis

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.

$74.41

Quantity

10 in stock

More Information

Format: Paperback
Pages: 176
Edition: Workbook
Publisher: OUP Oxford
Published: 17 Sep 1998

ISBN 10: 0198776071
ISBN 13: 9780198776079