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Workbook on Cointegration on Hardback by Peter Reinhard Hansen
Workbook on Cointegration on Hardback by Peter Reinhard Hansen
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Workbook on Cointegration

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Description

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.
Release date Australia
November 26th, 1998
Audience
  • Professional & Vocational
Pages
172
Dimensions
163x243x18
ISBN-13
9780198776086
Product ID
2836296

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