Skip to product information
1 of 1

Oxford University Press, USA

Workbook on Cointegration

Workbook on Cointegration

Regular price $165.00 USD
Regular price Sale price $165.00 USD
Sale Sold out
Shipping calculated at checkout.
Format
Quantity
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.


Author: Peter Reinhard Hansen, Søren Johansen
Publisher: Oxford University Press, USA
Published: 02/18/1999
Pages: 176
Binding Type: Hardcover
Weight: 0.92lbs
Size: 9.21h x 6.14w x 0.44d
ISBN: 9780198776086

This title is not returnable

View full details