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Workbook on Cointegration (Paperback) Loot Price: R1,861
Discovery Miles 18 610
Workbook on Cointegration (Paperback): Peter Reinhard Hansen, Soren Johansen

Workbook on Cointegration (Paperback)

Peter Reinhard Hansen, Soren Johansen

Series: Advanced Texts in Econometrics

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Loot Price R1,861 Discovery Miles 18 610 | Repayment Terms: R174 pm x 12*

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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 mainses text, which introduces the notation and the most important results.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Advanced Texts in Econometrics
Release date: September 1998
First published: December 1998
Authors: Peter Reinhard Hansen (Economics Department) • Soren Johansen (Professor, Institute of Mathematical Statistics)
Dimensions: 235 x 156 x 15mm (L x W x T)
Format: Paperback
Pages: 170
ISBN-13: 978-0-19-877607-9
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 0-19-877607-1
Barcode: 9780198776079

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