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Workbook On Cointegration

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Workbook on Cointegration

Workbook on Cointegration
Author :
Publisher : Oxford University Press, USA
Total Pages : 178
Release :
ISBN-10 : 019877608X
ISBN-13 : 9780198776086
Rating : 4/5 (8X 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

Workbook on Cointegration
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
Analysis of Integrated and Cointegrated Time Series with R
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Pages: 193

Analysis of Integrated and Cointegrated Time Series with R

Authors: Bernhard Pfaff
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Type: BOOK - Published: 2008-09-03 - Publisher: Springer Science & Business Media

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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
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
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Language: en
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Stochastic Volatility

Authors: Neil Shephard
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Oxford University Press, USA

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Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial m
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Authors: John D. Levendis
Categories: Business & Economics
Type: BOOK - Published: 2019-01-31 - Publisher: Springer

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In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example