Workbook on Cointegration (Advanced Texts in Econometrics) - Softcover

Hansen, Peter Reinhard

Softcover

ISBN 10: 0198776071 ISBN 13: 9780198776079

Verlag: Oxford University Press, 2002

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 2002
• Sprache: Englisch
• ISBN 10: 0198776071
• ISBN 13: 9780198776079
• Einband: Taschenbuch
• Anzahl der Seiten: 176
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: gpsr@libri.de; gpsr@libri.de; ; Friedensallee 273; Hamburg; 22763; Deutschland