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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Bibliographische Detailangaben
1. Verfasser: Hansen, Peter Reinhard
Weitere Verfasser: Peter Reinhard Hansen; Sứren Johansen
Sprache:Undetermined
English
Veröffentlicht: Oxford,New York Oxford University Press 1998
Schlagworte:
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Beschreibung
Zusammenfassung:This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions
Beschreibung:161 p.
24 cm
ISBN:0198776071
9780198776079