Workbook on Cointegration

Author	: Peter Reinhard Hansen
Publisher	: Oxford University Press, USA
Total Pages	: 178
Release	: 1998
ISBN-10	: 019877608X
ISBN-13	: 9780198776086
Rating	: 4/5 (086 Downloads)

DOWNLOAD EBOOK

Book Synopsis Workbook on Cointegration by : Peter Reinhard Hansen

Download or read book Workbook on Cointegration written by Peter Reinhard Hansen and published by Oxford University Press, USA. This book was released on 1998 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

Language: en
Pages: 178

Workbook on Cointegration

Authors: Peter Reinhard Hansen

Categories: Business & Economics

Type: BOOK - Published: 1998 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

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

Language: en
Pages: 280

Likelihood-based Inference in Cointegrated Vector Autoregressive Models

Authors: Søren Johansen

Categories: Business & Economics

Type: BOOK - Published: 1995 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

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

Language: en
Pages:

Co-integration, Error Correction, and the Econometric Analysis of Non-stationary Data

Authors: Anindya Banerjee

Categories: Econometric models

Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 409

Time Series Econometrics

Authors: John D. Levendis

Categories: Business & Economics

Type: BOOK - Published: 2019-01-31 - Publisher: Springer

DOWNLOAD EBOOK

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example

Language: en
Pages: 593

Introduction to Econometrics

Authors: Christopher Dougherty

Categories: Business & Economics

Type: BOOK - Published: 2011-03-03 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.