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

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Hansen, Peter Reinhard
Beste egile batzuk: Peter Reinhard Hansen; Sứren Johansen
Hizkuntza:Undetermined
English
Argitaratua: Oxford,New York Oxford University Press 1998
Gaiak:
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh
Deskribapena
Gaia:This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions
Deskribapen fisikoa:161 p.
24 cm
ISBN:0198776071
9780198776079