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Workbook on Cointegration

By: San Diego) Hansen University of California Economics Department Peter Reinhard (Economics Department (Author) , University of Copenhagen) Johansen Institute of Mathematical Statistics Professor Institute of Mathematical Statistics Soren (Professor (Author)

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Ksh 13,400.00

Format: Paperback or Softback

ISBN-13: 9780198776079

Publisher: Oxford University Press

Publication Date: Sep 17th, 1998

Weight: 284 grams

Dimension: 23.80 x 15.50 x 1.10 cms

Category: Economic statistics

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This workbook is a companion to the textbook "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models". The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.

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