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Title: Workbook on Cointegration (Advanced Texts in Econometrics) by Peter Reinhard Hansen, Soren Johansen, Sren Johansen ISBN: 0-19-877607-1 Publisher: Oxford University Press Pub. Date: December, 1998 Format: Paperback Volumes: 1 List Price(USD): $29.95 |
Average Customer Rating: 5 (1 review)
Rating: 5
Summary: necesary for readers of cointegration
Comment: In this book are solved the problems of the clasical book of Soren Johansen (likelihood based inference in cointegrated autorregresive vector), the problems may be help you the book is excellent for teachers in advanced econometrics
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Title: Unit Roots, Cointegration, and Structural Change by G. S. Maddala, In-Moo Kim, Peter C. B. Phillips, Christian Gourieroux, Michael Wickens ISBN: 0521587824 Publisher: Cambridge University Press Pub. Date: 21 January, 1999 List Price(USD): $35.00 |
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Title: Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge ISBN: 0262232197 Publisher: MIT Press Pub. Date: 01 October, 2001 List Price(USD): $75.00 |
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Title: Analysis of Financial Time Series by Ruey S. Tsay ISBN: 0471415448 Publisher: John Wiley & Sons Pub. Date: 15 October, 2001 List Price(USD): $99.95 |
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Title: Long-Run Economic Relationships: Readings in Cointegration (Advanced Texts in Econometrics) by C.W.J. Granger, R. F. Engle ISBN: 0198283393 Publisher: Oxford Univ Pr on Demand Pub. Date: August, 1992 List Price(USD): $45.00 |
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Title: Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge ISBN: 0262232332 Publisher: MIT Press Pub. Date: 14 September, 2003 List Price(USD): $24.95 |
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