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Paperback Workbook on Cointegration 'Advanceed Texts in Economics ' Book

ISBN: 0198776071

ISBN13: 9780198776079

Workbook on Cointegration 'Advanceed Texts in Economics '

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Format: Paperback

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Book Overview

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...

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