Top results
co-integration and error correction: representation, estimation, and testing author(s): robert f. engle and c. w. j. granger source: econometrica, vol. 55, no. 2 (mar., 1987),…
finance and economics discussion series divisions of research & statistics and monetary affairs federal reserve board, washington, d.c. dynamic factor models, cointegration,…
1. error correction model and itsapplication to agricultural economics research. presenter aditya k.s., palb (1094) sr. m.sc. (agricultural economics) major adviser: dr.…
vectorautoregressive- var models and cointegration analysis 1 time series analysis dr. sevtap kestel vector time series 2 vector time series 3 vectorautoregression vector…
11 © roy batchelor 2000eviews tutorial 1 eviews tutorial: cointegration and error correction professor roy batchelor city university business school, london & escp,…
cointegration, error correction, and the measurement of oligopsony conduct in the u.s. cattle market dimitrios panagiotou graduate student department of agricultural economics…
mimic models, cointegration and error correction: an application to the french shadow economyiza dp no. 3306 mimic models, cointegration and error correction: an application
demand and supply of real estate market in turkey: a cointegration analysis a master’s thesis by zeynep burcu bulut …
factor-augmented error correction models∗ anindya banerjee† massimiliano marcellino‡ 15 july 2008 abstract this paper brings together several important strands of the…
journal of econometrics 110 (2002) 293–318 www.elsevier.com/locate/econbase testing for two-regime threshold cointegration in vector error-correction models bruce e. hansena…
11 © roy batchelor 2000eviews tutorial 1 eviews tutorial: cointegration and error correction professor roy batchelor city university business school, london & escp,…
cointegration. overview and development søren johansen department of applied mathematics and statistics, university of copenhagen [email protected] summary. this article presents…
regensburger diskussionsbeitrÄge zur wirtschaftswissenschaft university of regensburg working papers in business, economics and management information systems codependence…
low-frequency robust cointegration testing� ulrich k. müller princeton university department of economics princeton, nj, 08544 mark w. watson princeton university department…
econometrics journal (2002), volume 5, pp. 285–318. distributions of error correction tests for cointegration neil r. ericsson† and james g. mackinnon‡ †stop 20,…
11 © roy batchelor 2000eviews tutorial 1 eviews tutorial: cointegration and error correction professor roy batchelor city university business school, london & escp,…
journal of statistical and econometric methods, vol.4, no.1, 2015, 1-38 issn: 2241-0384 (print), 2241-0376 (online) scienpress ltd, 2015 cointegration var and vecm and arimax…
lecture 4: cointegration and error correction models prof. massimo guidolin 20192– financial econometrics spring 2015 overview 2 general notion the case of log…
คูมือการใช โปรแกรม eviews เพื่อการวิเคราะห unit root, cointegration และ error correction…
hidden cointegration clive w.j. granger department of economics, 0508, university of california, san diego, 9500 gilman drive, la jolla, ca 92093-0508 ([email protected])…