Workbook on Cointegration

Workbook on Cointegration PDF Author: Peter Reinhard Hansen
Publisher: Oxford University Press, USA
ISBN: 9780198776086
Category : Business & Economics
Languages : en
Pages : 178

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Book Description
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.