Cointegration

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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)

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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

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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

Language: en
Pages: 528

Unit Roots, Cointegration, and Structural Change

Authors: G. S. Maddala

Categories: Business & Economics

Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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

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

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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

Language: en
Pages: 512

Cointegration, Causality, and Forecasting

Authors: Halbert White

Categories: Business & Economics

Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA

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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

Language: en
Pages: 116

Multivariate Tests for Time Series Models

Authors: Jeff B. Cromwell

Categories: Social sciences

Type: BOOK - Published: 1994 - Publisher: SAGE

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Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying th