Workbook on Cointegration (Advanced Texts in Econometrics) - Couverture souple

Livre 13 sur 26: Advanced Texts in Econometrics

Hansen, Peter Reinhard

 
9780198776079: Workbook on Cointegration (Advanced Texts in Econometrics)
Couverture souple
ISBN 10 : 0198776071 ISBN 13 : 9780198776079
Editeur : Oxford University Press, 2002

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Oxford University Press
Date d'édition
2002
Langue
anglais
ISBN 10 
0198776071
ISBN 13 
9780198776079
Reliure
Broché
Nombre de pages
176
Coordonnées du fabricant
non disponible
Personne responsable
Ufficio Anagrafiche Messaggerie
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
20090
Italie

Autres éditions populaires du même titre

9780198776086: Workbook on Cointegration

Edition présentée

ISBN 10 :  019877608X ISBN 13 :  9780198776086
Editeur : Oxford University Press, 1998
Couverture rigide