Workbook on Cointegration

Name: Workbook on Cointegration
Brand: Oxford University Press
SKU: 9780198776086
Price: 29900 KES
Availability: OutOfStock
ISBN: 9780198776086

by Peter Reinhard Hansen , Søren Johansen

Book Details

Format Hardback

Book Series Advanced Texts in Econometrics

ISBN-10 019877608X

ISBN-13 9780198776086

Publisher Oxford University Press

Imprint Oxford University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Nov 26th, 1998

Print length 172 Pages

Weight 412 grams

Dimensions 24.10 x 16.40 x 1.70 cms

Product Classification: Economic statistics Calculus & mathematical analysis Applied mathematics

KSh 29,900.00

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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 172 pages.