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

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
1998
Langue
anglais
ISBN 10 
019877608X
ISBN 13 
9780198776086
Reliure
Relié
Nombre de pages
172
Coordonnées du fabricant
Oxford University Press
https://corp.oup.com/

WMF Platz 1
Geislingen/Steige
Baden-W?rttemberg
73312
Allemagne

Autres éditions populaires du même titre

9780198776079: Workbook on Cointegration (Advanced Texts in Econometrics)

Edition présentée

ISBN 10 :  0198776071 ISBN 13 :  9780198776079
Editeur : Oxford University Press, 2002
Couverture souple