Workbook on cointegrationPeter Reinhard Hansen
Workbook on cointegration
Peter Reinhard Hansen · 1998
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About the book
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.
Book details
- Year
- 1998
- Language
- English
- Publisher
- Oxford University Press
- Editions
- 1
- ISBN
- 9781280906923
Data source: Wikidata