397,97 €
442,19 €
-10% with code: EXTRA
Workbook on Cointegration
397,97 € 
- We will send in 10–14 business days.
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 SeriesAdvanced 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 cointegration. In both hardback and affordable paperback, each volume explai…
442.19
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- Author: Peter Reinhard Hansen
- Publisher: Oxford University Press, USA
- ISBN-10: 019877608X
- ISBN-13: 9780198776086
- Format: 15.6 x 23.4 x 1.1 cm, kieti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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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.
About the SeriesAdvanced 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 cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
EXTRA 10 % discount with code: EXTRA
397,97 €
442,19 €
We will send in 10–14 business days.
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- Author: Peter Reinhard Hansen
- Publisher: Oxford University Press, USA
- ISBN-10: 019877608X
- ISBN-13: 9780198776086
- Format: 15.6 x 23.4 x 1.1 cm, kieti viršeliai
- Language: English English
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 SeriesAdvanced 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 cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Reviews