Workbook on Cointegration Год выпуска: 1998Автор: Peter Reinhard Hansen, Soren JohansenИздательство: Oxford University PressСтраниц: 176ISBN: 0198776071, 978-0198776079Описание This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.
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