Workbook on Cointegration (Hardcover)

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.

General

Imprint:	Oxford UniversityPress
Country of origin:	United Kingdom
Series:	Advanced Texts in Econometrics
Release date:	November 1998
First published:	February 1999
Authors:	Peter Reinhard Hansen (Economics Department) • Soren Johansen (Professor, Institute of Mathematical Statistics)
Dimensions:	243 x 163 x 18mm (L x W x T)
Format:	Hardcover
Pages:	172
ISBN-13:	978-0-19-877608-6
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 Promotions
LSN:	0-19-877608-X
Barcode:	9780198776086

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