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

Tallennettuna:
Bibliografiset tiedot
Päätekijä: Hansen, Peter Reinhard
Muut tekijät: Peter Reinhard Hansen; Sứren Johansen
Kieli:Undetermined
English
Julkaistu: Oxford,New York Oxford University Press 1998
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Kuvaus
Yhteenveto:This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions
Ulkoasu:161 p.
24 cm
ISBN:0198776071
9780198776079