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Cointegration
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#	Item
121	Microsoft Word - DP -88- Brosig - Yahsilikov-1.doc Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:44:36 Time series analysis Market integration Wheat Gottfried Wilhelm Leibniz Scientific Community Kazakhstan Arbitrage Earth Futures contract Economics Cointegration Econometrics Mathematical finance
122	NBER WOR~G PAPER SERIES LONG-RUN PPP MAY NOT HOLD HER Add to Reading List Source URL: www.nber.org Language: English - Date: 1997-05-27 00:00:01 Cointegration Unit root KPSS test Gross domestic product Purchasing power parity Exchange rate Statistical hypothesis testing Stationary process Dickey–Fuller test Statistics Time series analysis Economics
123	International Scholarly Research Network ISRN Economics Volume 2012, Article ID[removed], 9 pages doi:[removed][removed]Research Article Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-14 14:56:10 Economic indicators Macroeconomics Aggregate expenditure Income Gross domestic product Cointegration Economic development Economic growth Measures of national income and output Economics Econometrics National accounts
124	Downloaded By: [Universidad de Valencia] At: 22:47 22 June[removed]Applied Economics, 2008, 40, 1609–1613 US deficit sustainability revisited: a multiple structural change approach Add to Reading List Source URL: www.uv.es Language: English - Date: 2008-06-22 17:56:16 Time series analysis Public finance Public economics Macroeconomics Econometrics Cointegration Unit root United States public debt Government budget deficit Economics Statistics Fiscal policy
125	MLE of Fractionally Cointegrated Systems Katarzyna ×asak CREATES, Aarhus University, Denmark Toronto, June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:50:34 Estimation theory Cointegration Mathematical finance Estimator Normal distribution Statistics Econometrics Time series analysis
126	Saint Petersburg State University Faculty of Economics Module Specification Add to Reading List Source URL: worldec.ru Language: English - 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
127	COINTEGRATION AND ASSET ALLOCATION: A NEW ACTIVE HEDGE FUND STRATEGY Carol Alexander, Ian Giblin and Wayne Weddington III ABSTRACT Models that are based on mean-variance analysis seek portfolio weights Add to Reading List Source URL: www.carolalexander.org Language: English - Date: 2010-02-20 11:33:46 Economics Cointegration Hedge fund Asset allocation Portfolio Market neutral Beta Collective investment scheme Absolute return Financial economics Investment Finance
128	FEDERAL RESERVE BANK OF PHILADELPHIA Ten Independence Mall Philadelphia, Pennsylvania[removed][removed], www.phil.frb.org Research Department Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2001-03-20 09:52:04 Mathematical finance Business Business cycle Cointegration Productivity Inflation G factor Macroeconomic model Economics Macroeconomics Time series analysis
129	Modelling Point’s Position Time Series in the Light of Cointegration Tomáš BACIGÁL and Magda KOMORNÍKOVÁ, Slovakia Key words: GPS, time series, cointegration, common trend, prediction. SUMMARY Add to Reading List Source URL: www.fig.net Language: English - Date: 2010-11-10 05:56:30 Cointegration Unit root Dickey–Fuller test Linear regression Time series Error correction model Regression analysis KPSS test Statistics Time series analysis Econometrics
130	Collier_Goderis_12_December2009x Add to Reading List Source URL: users.ox.ac.uk Language: English - Date: 2010-01-04 08:03:10 Statistics Econometrics Time series analysis Inflation Neoclassical growth model Gross domestic product Resource curse Real business cycle theory Cointegration Economics Macroeconomics Economic growth

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