Workbook on Cointegration (Advanced Texts in Econometrics)
Type
Book
Authors
ISBN 10
0198776071
ISBN 13
9780198776079
Category
Unknown
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Publication Year
1998
Publisher
Pages
176
Tags
Description
This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature. - from Amzon
Number of Copies
1
