Workbook on Cointegration

Name: Workbook on Cointegration
Brand: Oxford University Press
SKU: 9780198776079
Price: 11000 KES
Availability: OutOfStock
ISBN: 9780198776079

by Peter Reinhard Hansen , Søren Johansen

Book Details

Format Paperback / softback

Book Series Advanced Texts in Econometrics

ISBN-10 0198776071

ISBN-13 9780198776079

Publisher Oxford University Press

Imprint Oxford University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Sep 17th, 1998

Print length 170 Pages

Weight 284 grams

Dimensions 23.80 x 15.50 x 1.10 cms

Product Classification: Economic statistics Calculus & mathematical analysis Applied mathematics

KSh 11,000.00

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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.

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.

Get Workbook on Cointegration by Peter Reinhard Hansen, Søren Johansen at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Oxford University Press and it has 170 pages.