Workbook on cointegration
Peter Reinhard Hansen, Søren Johansen
| Year of publication: |
2023
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| Authors: | Hansen, Peter Reinhard ; Johansen, Søren |
| Publisher: |
Oxford : Oxford University Press |
| Subject: | Theorie | Theory | Kointegration | Cointegration |
| Description of contents: |
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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| Extent: | 1 online resource (160 pages) illustrations (black and white). |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Previously issued in print: 1998. - Includes bibliographical references (pages [161]). - Derived record based on print version record and publisher information |
| ISBN: | 978-1-383-03323-6 ; 978-0-19-877608-6 |
| Other identifiers: | 10.1093/oso/9780198776086.001.0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015442724