This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
"synopsis" may belong to another edition of this title.
Peter Reinhard Hansen is at University of California, San Diego. Soren Johansen is at University of Copenhagen.
"About this title" may belong to another edition of this title.
Shipping:
US$ 3.75
Within U.S.A.
Seller: HPB-Red, Dallas, TX, U.S.A.
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_345950587
Quantity: 1 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New. Seller Inventory # 80456-n
Quantity: 4 available
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New. Seller Inventory # ABLIING23Feb2215580044987
Quantity: Over 20 available
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198776079
Quantity: Over 20 available
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Paperback. Condition: new. Paperback. 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 arechallenging 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 importantresults. 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 item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780198776079
Quantity: 1 available
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198776079
Quantity: Over 20 available
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. In. Seller Inventory # ria9780198776079_new
Quantity: Over 20 available
Seller: Chiron Media, Wallingford, United Kingdom
Paperback. Condition: New. Seller Inventory # 6666-IUK-9780198776079
Quantity: 10 available
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New. Seller Inventory # 80456-n
Quantity: Over 20 available
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 287. Seller Inventory # C9780198776079
Quantity: Over 20 available