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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Bibliografske podrobnosti
Glavni avtor: Hansen, Peter Reinhard
Drugi avtorji: Peter Reinhard Hansen; Sứren Johansen
Jezik:Undetermined
English
Izdano: Oxford,New York Oxford University Press 1998
Teme:
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh
Opis
Izvleček:This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions
Fizični opis:161 p.
24 cm
ISBN:0198776071
9780198776079