Workbook on Cointegration

Workbook on Cointegration
Author: Peter Reinhard Hansen
Publisher: Oxford University Press, USA
Total Pages: 178
Release: 1998
Genre: Business & Economics
ISBN: 9780198776086

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Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.


Workbook on Cointegration
Language: en
Pages: 178
Authors: Peter Reinhard Hansen
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Oxford University Press, USA

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Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Language: en
Pages: 280
Authors: Søren Johansen
Categories: Business & Economics
Type: BOOK - Published: 1995 - Publisher: Oxford University Press, USA

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This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegrat
Workbook on Cointegration
Language: en
Pages: 160
Authors: Peter Hansen
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Analysis of Integrated and Cointegrated Time Series with R
Language: en
Pages: 193
Authors: Bernhard Pfaff
Categories: Business & Economics
Type: BOOK - Published: 2008-09-03 - Publisher: Springer Science & Business Media

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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Cointegration
Language: en
Pages: 247
Authors: Bhaskara B. Rao
Categories: Business & Economics
Type: BOOK - Published: 2016-07-27 - Publisher: Springer

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`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegrati