by PeterReinhardHansen (Author), SørenJohansen (Author)
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.
Format: Paperback
Pages: 176
Edition: Workbook
Publisher: OUP Oxford
Published: 17 Sep 1998
ISBN 10: 0198776071
ISBN 13: 9780198776079
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