Author: Hansen, Peter Reinhard (Economics Department, University of California, San Diego, USA); Author: Johansen, Soren (Professor, Institute of Mathematical Statistics, University of Copenhagen, Denmark)
Hardback; Book; Illustrations, Bibliography
168 pages
Published: November 1998
Oxford University Press
ISBN: 019877608X
This item non-returnable. Order may not be canceled.

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.