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Workbook on Cointegration - Peter Reinhard (Economics Department Hansen - Bog

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This workbook is a companion to the textbook "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models". The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780198776086
  • Indbinding:
  • Hardback
  • Sideantal:
  • 172
  • Udgivet:
  • 26. November 1998
  • Størrelse:
  • 164x241x17 mm.
  • Vægt:
  • 412 g.
  • 2-4 uger.
  • 11. Juni 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Workbook on Cointegration

This workbook is a companion to the textbook "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models". The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.

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