Workbook On Cointegration; Author: Hansen, Peter Reinhard; Joint Author: Johansen, Soren; Paperback

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Workbook On Cointegration

Author: Hansen, Peter Reinhard; Joint Author: Johansen, Soren
Advanced Texts in Econometrics (Paperback); Paperback; Illustrations, Bibliography
170 pages
Published: September 1998
Oxford University Press
ISBN: 0198776071

This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.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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