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Workbook on Cointegration : Advanced Texts in Econometrics - Peter Reinhard Hansen

Workbook on Cointegration

By: Peter Reinhard Hansen, Søren Johansen

Hardcover | 1 September 1998

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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 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.

Other Editions and Formats

Paperback

Published: 1st September 1998

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