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.
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2023.
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| Series: | Advanced texts in econometrics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Item Description: | Previously issued in print: 1998. |
| Physical Description: | 1 online resource (160 pages): illustrations (black and white). |
| Bibliography: | Includes bibliographical references (pages [161]). |
| ISBN: | 9781383033236 1383033234 9780198776079 0198776071 |