Workbook on Cointegration

by Søren Johansen and Peter Reinhard Hansen

Book Overview

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 Series
Advanced 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...

• Format: Hardcover
• Language: English
• ISBN: 019877608X
• ISBN13: 9780198776086
• Release Date: February 1999
• Publisher: Oxford University Press, USA
• Length: 172 Pages
• Weight: 0.92 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"