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Workbook on Cointegration by Peter Reinhard Hansen
Workbook on Cointegration by Peter Reinhard Hansen
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Workbook on Cointegration

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Description

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.
Release date NZ
September 17th, 1998
Audience
  • Professional & Vocational
Illustrations
illustrations
Pages
170
Dimensions
156x235x15
ISBN-13
9780198776079
Product ID
2394884

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