Workbook on cointegration /

Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Søren Johansen's remarkable contribution to the theory of cointegration analysis.

Bibliographic Details

Main Authors:	Hansen, Peter Reinhard (Author), Johansen, Søren (Author)
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, 2023.
Series:	Advanced texts in econometrics.
Subjects:	Cointegration. Cointégration. Electronic books.
Online Access:	Connect to the full text of this electronic book