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The top documents tagged [differenced variables]
Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller
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Functional Form and Dynamic Models. Introduction Discuss the importance of functional form Examine the Ramsey Reset Test for Functional Form Describe
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Dynamic Models. Introduction Assess the partial adjustment model as an example of a dynamic model Examine the ARDL model as a means of testing the partial
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Cointegration and Error Correction
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Structural modelling: Causality, exogeneity and unit roots Andrew P. Blake CCBS/HKMA May 2004
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