Workbook on cointegration

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Bibliographic Information

Title
"Workbook on cointegration"
Statement of Responsibility
Peter Reinhard Hansen, Søren Johansen
Publisher
  • Oxford University Press
Publication Year
  • 1998
Book size
24 cm
Series Name / No
  • : pbk
  • : hbk

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Notes

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

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Details 詳細情報について

  • CRID
    1130000796536743168
  • NII Book ID
    BA3828412X
  • ISBN
    0198776071
    019877608X
  • Text Lang
    en
  • Country Code
    uk
  • Title Language Code
    en
  • Place of Publication
    • Oxford, UK
  • Classification
  • Subject
  • Data Source
    • CiNii Books
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