Saint Petersburg State University Faculty of Economics Module Specification

First Page		Document Content
Date: 2011-10-24 07:42:24 Economics Time series Autoregressive integrated moving average Box–Jenkins Cointegration Economic data Macroeconomic model Unit root Forecasting Statistics Time series analysis Econometrics		Saint Petersburg State University Faculty of Economics Module Specification Add to Reading List Source URL: worldec.ru Download Document from Source Website File Size: 55,50 KB Share Document on Facebook

	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 10 Vector Error Correction (VEC): Johansen technique of cointegration testing, empirical appl DocID: 1uJ5k - View Document
	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 6 Econometric techniques for non-stationary series 1: Cointegration and Error-Correction mode DocID: 1ui32 - View Document
	40 The Employment –Wage Relationship: Was Keynes right after all?* Nicholas Apergis University of Piraeus Ioannis Theodosiou University of Aberdeen & University of Macedonia at Thessaloniki DocID: 1rig7 - View Document
	Journal of EMPIRICAL ELSEVIER Journal of Empirical Finance DocID: 1rh37 - View Document
	Microsoft Word - SpreadOption-conference1-tk.doc DocID: 1qMDd - View Document