Workbook on Cointegration 'Advanceed Texts in Economics '

Erscheinungsjahr 1998
ISBN: 978-0-19-877607-9
Verlag: OUP Oxford

Buch, Englisch, 170 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 272 g

Reihe: Advanced Texts in Econometrics

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.

Autoren/Hrsg.

Hansen, Peter Reinhard

Johansen, Soren

Johansen, Søren

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle