Søren Johansen – författare

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3 produkter

1. 

   Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

   Av Søren Johansen

   Häftad, 1995

   1445 kr

   Lägg i varukorg

   This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time …

2. 

   Workbook on Cointegration

   Av Peter Reinhard Hansen, Søren Johansen

   Häftad, 1998

   1110 kr

   Lägg i varukorg

   This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model. The main text …

3. 

   Workbook on Cointegration

   Av Peter Reinhard Hansen, Søren Johansen

   Inbunden, 1998

   2902 kr

   Lägg i varukorg

   This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model. The main text …