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Workbook on Cointegration

by Soren Johansen

  • ISBN: 9780198776079
  • ISBN10: 0198776071

Workbook on Cointegration

by Soren Johansen

  • Binding: Paperback
  • Publisher: Oxford Univ Pr
  • Publish date: 12/01/1998
  • ISBN: 9780198776079
  • ISBN10: 0198776071
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Description: This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.
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