Workbook On Cointegration Ate:p P

This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. The workbook contains exercises and soluti... » 

This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model. «