Workbook on Cointegration

Workbook on Cointegration
Author :
Publisher : Oxford University Press, USA
Total Pages : 178
Release :
ISBN-13 : 019877608X
ISBN-10 : 9780198776086
Rating : 4/5 (86 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
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

DOWNLOAD EBOOK

This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
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.
The Cointegrated VAR Model
Language: en
Pages: 478
Authors: Katarina Juselius
Categories: Business & Economics
Type: BOOK - Published: 2006-12-07 - Publisher: OUP Oxford

DOWNLOAD EBOOK

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the
Cointegration
Language: en
Pages: 247
Authors: Bhaskara B. Rao
Categories: Business & Economics
Type: BOOK - Published: 2016-07-27 - Publisher: Springer

DOWNLOAD EBOOK

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