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

Enregistré dans:
Détails bibliographiques
Auteur principal: Hansen, Peter Reinhard
Autres auteurs: Peter Reinhard Hansen; Sứren Johansen
Langue:Undetermined
English
Publié: Oxford,New York Oxford University Press 1998
Sujets:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh