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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 38,900.00

Format: Hardback or Cased Book

ISBN-13: 9780198776086

Publisher: Oxford University Press

Publication Date: Nov 26th, 1998

Weight: 412 grams

Dimension: 24.10 x 16.40 x 1.70 cms

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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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