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Workbook on Cointegration 'Advanceed Texts in Economics '

Workbook on Cointegration 'Advanceed Texts in Economics '

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 0198776071
ISBN13: 9780198776079
Publisher: Oxford University Press
Published: Dec 17 1998
Pages: 170
Weight: 0.72
Height: 0.58 Width: 6.16 Depth: 9.22
Language: English
This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.

About the Series

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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Economics