Workbook on Cointegration (Advanced Texts in Econometrics)

by PeterReinhardHansen (Author), SørenJohansen (Author)

• New

  Hardcover
  1998

  $198.64

  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.

• New

  Paperback
  1998

  $73.31

  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.