Workbook on cointegration

This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions

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Detalles Bibliográficos
Autor principal: Hansen, Peter Reinhard
Otros Autores: Peter Reinhard Hansen; Sứren Johansen
Lenguaje:Undetermined
English
Publicado: Oxford,New York Oxford University Press 1998
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