Workbook on Cointegration

Workbook on Cointegration
Author :
Publisher : Oxford University Press, USA
Total Pages : 178
Release :
ISBN-10 : 019877608X
ISBN-13 : 9780198776086
Rating : 4/5 (086 Downloads)

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

Workbook on Cointegration
Language: en
Pages: 178
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
Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
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

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
Cointegration, Causality, and Forecasting
Language: en
Pages: 512
Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st
Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Language: en
Pages: 319
Authors: Gilles Dufrénot
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series,