ISBN 9780198776079 | 0198776071 Textbooks - "Workbook on Cointegration Advanced Texts in Econometrics" by Hansen Peter Reinhard Hansen Sren Johansen Johansen S12ren Johansen Sren Hansen Peter Hansen Peter Reinhard Johansen Soren hansen Soren Soren and Johansen Sren S12ren

Authors: Hansen - Peter Reinhard Hansen - Søren Johansen - Johansen - Sï¿1/2ren Johansen - Sren;…
ISBN 10: 0198776071
ISBN 13: 9780198776079
Edition: Workbook
Release: December 17, 1998
Format: Paperback (176 pages)
List Price: $85.00
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List Price: $85.00

Tags: Business & Investing, General,

Book 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.

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Workbook on Cointegration (Advanced Texts in Econometrics)