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Workbook on Cointegration (Advanced Texts in Econometrics) - Hardcover

 
9780198776086: Workbook on Cointegration (Advanced Texts in Econometrics)

Synopsis

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.

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About the Author

Peter Reinhard Hansen is at University of California, San Diego. Søren Johansen is at University of Copenhagen.

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  • PublisherOxford University Press
  • Publication date1999
  • ISBN 10 019877608X
  • ISBN 13 9780198776086
  • BindingHardcover
  • LanguageEnglish
  • Number of pages172

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