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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.
170 pages, illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 17, 1998 |
| ISBN13 | 9780198776079 |
| Publishers | Oxford University Press |
| Pages | 170 |
| Dimensions | 155 × 238 × 11 mm · 284 g |
| Language | English |
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