Workbook on Cointegration

Name: Workbook on Cointegration
Brand: Oxford University Press
SKU: 9780198776079
Price: 433.68 RON
Availability: InStock

Autor: Peter Hansen

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Editura: Oxford University Press

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433.68 lei

This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autor...

Informații despre carte

Autor

Peter Hansen

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1998

Pagini

170

EAN

9780198776079

ISBN

0198776071

Enbook ID

04033675

Editura

Oxford University Press

Greutate

284

Dimensiuni

155 x 238 x 11

Descriere completă

This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model. The main text has been used for courses on Cointegration, and many of the exercises have been posed as either training exercises or exam questions. Many of them are challenging and summarize results published in the literature. Each chapter starts with a brief summary of the content of the corresponding chapter in the main text, which introduces the notation and the most important results.

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