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Workbook on Cointegration

Language EnglishEnglish
Book Paperback
Book Workbook on Cointegration Peter Hansen
Libristo code: 04033675
Publishers Oxford University Press, September 1998
This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autor... Full description
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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.

About the book

Full name Workbook on Cointegration
Author Peter Hansen
Language English
Binding Book - Paperback
Date of issue 1998
Number of pages 170
EAN 9780198776079
ISBN 0198776071
Libristo code 04033675
Publishers Oxford University Press
Weight 284
Dimensions 155 x 238 x 11

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Applied mathematics
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