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The top documents tagged [nonstationary variables]

GDP flash estimates based on ESI: Does it work? An econometric approach using real data for Slovakia Ján Haluška Institute of Informatics and Statistics
GDP flash estimates based on ESI: Does it work? An econometric approach using real data for Slovakia Ján Haluška Institute of Informatics and Statistics
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Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller
Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller
217 views
Nonstationary Time Series Data and Cointegration Prepared by Vera Tabakova, East Carolina University
Nonstationary Time Series Data and Cointegration Prepared by Vera Tabakova, East Carolina University
228 views
Using SAS for Time Series Data LSU Economics Department March 16, 2012
Using SAS for Time Series Data LSU Economics Department March 16, 2012
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Nonstationary Time Series Data and Cointegration ECON 6002 Econometrics Memorial University of Newfoundland Adapted from Vera Tabakova’s notes
Nonstationary Time Series Data and Cointegration ECON 6002 Econometrics Memorial University of Newfoundland Adapted from Vera Tabakova’s notes
231 views
Principles of Econometrics, 4t h EditionPage 1 Chapter 12: Regression with Time-Series Data: Nonstationary Variables Chapter 12 Regression with Time-Series
Principles of Econometrics, 4t h EditionPage 1 Chapter 12: Regression with Time-Series Data: Nonstationary Variables Chapter 12 Regression with Time-Series
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Principles of Econometrics, 4t h EditionPage 1 Chapter 13: Vector Error Correction and Vector Autoregressive Models Chapter 13 Vector Error Correction
Principles of Econometrics, 4t h EditionPage 1 Chapter 13: Vector Error Correction and Vector Autoregressive Models Chapter 13 Vector Error Correction
276 views
14 Vector Autoregressions, Unit Roots, and Cointegration
14 Vector Autoregressions, Unit Roots, and Cointegration
316 views
Taking the theory to the data: A proposal Romer: Advanced Macroeconomics, Chapter 9: Inflation and Monetary Policy ‘Specific to General’ versus ‘General
Taking the theory to the data: A proposal Romer: Advanced Macroeconomics, Chapter 9: Inflation and Monetary Policy ‘Specific to General’ versus ‘General
225 views
Chapter 5 : Unit-root Testing and Cointegration Analysis
Chapter 5 : Unit-root Testing and Cointegration Analysis
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Sohei Kaihatsu Takushi Kurozumi Monetary Affairs Department, Bank of Japan
Sohei Kaihatsu Takushi Kurozumi Monetary Affairs Department, Bank of Japan
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Chapter 13 Vector Error Correction and Vector Autoregressive Models
Chapter 13 Vector Error Correction and Vector Autoregressive Models
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