Workbook on Cointegration (Advanced Texts in Econometrics) - Hardcover

Buch 13 von 26: Advanced Texts in Econometrics

Hansen, Peter Reinhard; Johansen, Soren; Johansen, S?ren

 
9780198776086: Workbook on Cointegration (Advanced Texts in Econometrics)
Hardcover
ISBN 10: 019877608X ISBN 13: 9780198776086
Verlag: OUP Oxford, 1999

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.

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Verlag
OUP Oxford
Erscheinungsdatum
1999
Sprache
Englisch
ISBN 10 
019877608X
ISBN 13 
9780198776086
Einband
Gebundene Ausgabe
Anzahl der Seiten
172
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland

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Softcover