Książka Workbook on Cointegration Peter Hansen

Workbook on Cointegration

Autor: Peter Hansen
Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 9-15 dni
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This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autor...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1998
strony
170
EAN
9780198776079
ISBN
0198776071
Enbook ID
04033675
Waga
284
Wymiary
155 x 238 x 11

Pełny opis

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.

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