Workbook on Cointegration Paperback / softback
by Peter Reinhard (Economics Department, Economics Department, University of California, San Di Hansen, Søren (Professor, Institute of Mathematical Statistics, Professor, Institute of Mathematic Johansen
Part of the Advanced Texts in Econometrics series
Paperback / softback
- Information
Description
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 are challenging and summarize results published in the literature.
Each chapter starts with a brief summary of the content of the corresponding chapter in the main text, which introduces the notation and the most important results.
Information
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Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:170 pages, illustrations
- Publisher:Oxford University Press
- Publication Date:17/09/1998
- Category:
- ISBN:9780198776079
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:170 pages, illustrations
- Publisher:Oxford University Press
- Publication Date:17/09/1998
- Category:
- ISBN:9780198776079
