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Workbook on Cointegration - Advanced Texts in Econometrics Hansen, Peter Reinhard (Economics Department, Economics Department, University of California, San Diego)
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Workbook on Cointegration - Advanced Texts in Econometrics
Hansen, Peter Reinhard (Economics Department, Economics Department, University of California, San Diego)
This workbook is a companion to the textbook "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models". The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.
172 pages, illustrations, bibliography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 26, 1998 |
| ISBN13 | 9780198776086 |
| Publishers | Oxford University Press |
| Pages | 172 |
| Dimensions | 164 × 241 × 17 mm · 412 g |
| Language | English |
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