Workbook on cointegration

Author(s)

• Hansen, Peter Reinhard
• Johansen, Søren

Bibliographic Information

Workbook on cointegration

Peter Reinhard Hansen, Søren Johansen

（Advanced texts in econometrics）

Oxford University Press, 1998

• : pbk

Note

Includes bibliographical references (p. [161])

"Companion to the monograph by S. Johansen, Likelihood-based inference in cointegrated vector autoregressive models, 2nd edn, Oxford University Press (1996)" -- Pref.

Details

• NCID: BC08852669
• ISBN:
  • 0198776071
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: 160 p.
• Size: 24 cm
• Classification:
  • DC21 : 330.015195
• Subject Headings:
  • LCSH : Cointegration
• Parent Bibliography ID:
  • BA12388775