Cointegration

Results: 310



#Item
151Mathematical finance / Statistics / Causality / Granger causality / Cointegration / Natural rate of unemployment / Inflation / Hysteresis / Disinflation / Economics / Time series analysis / Unemployment

The Stock Market Crash Really Did Cause the Great Recession Roger E.A. Farmer1 Department of Economics, UCLA 8283 Bunche Hall Box[removed]

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Source URL: rogerfarmer.com

Language: English - Date: 2014-08-01 20:14:08
152Statistics / Economic theories / Wealth / Time series analysis / Econometric model / Marginal propensity to consume / Cointegration / Economic model / Tax / Economics / Macroeconomics / Econometrics

How large are housing and financial wealth effects? A new approach

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-12-23 08:08:43
153Mathematical finance / Economics / Cointegration / Signal processing / Unit root / Stationary process / Econometrics / Time series analysis / Statistics

Cointegration for Seasonal Time Series Processes by Denise R Osborn University of Manchester

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2004-02-04 05:59:05
154Dickey–Fuller test / Seasonality / Unit root / Autoregressive integrated moving average / Seasonal adjustment / Statistical hypothesis testing / Time series / T-statistic / Moving-average model / Statistics / Time series analysis / Augmented Dickey–Fuller test

On the strong-mixing assumption and seasonal adjustment: pitfall of unit root and cointegration tests

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Source URL: www.commerce.otago.ac.nz

Language: English - Date: 2006-06-05 12:17:06
155Economics / Time series analysis / Credit cards / Payment systems / Cointegration / Econometrics / Online shopping / Granger causality / Consumer confidence / Electronic commerce / Information / Science

Journal of Internet Banking and Commerce An open access Internet journal (http://www.arraydev.com/commerce/jibc/) Journal of Internet Banking and Commerce, April 2014, vol. 19, no.1 (http://www.arraydev.com/commerce/jibc

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Source URL: www.arraydev.com

Language: English - Date: 2014-04-28 04:57:23
156Economic indicators / Business law / Order / Cointegration / Recession / Production leveling / Economic growth / Economic model / Error detection and correction / Economics / Macroeconomics / Business

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The Response of Capital Goods Shipments to Demand over the Business Cycle

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-06-29 13:11:20
157Statistics / Thermodynamics / Physics / Paleoclimatology / Temperature / Temperature record / Cointegration / Unit root / Econometrics / Time series analysis / Climate history

GLOBAL BIOGEOCHEMICAL CYCLES, VOL. 18, GB3021, doi:[removed]2004GB002249, 2004 Thresholds for warming-induced growth decline at elevational tree line in the Yukon Territory, Canada Rosanne D. D’Arrigo,1 Robert K. Kaufm

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Source URL: cybele.bu.edu

Language: English - Date: 2004-10-28 10:24:37
158Mathematical finance / Statistics / Causality / Granger causality / Cointegration / Natural rate of unemployment / Inflation / Hysteresis / Disinflation / Economics / Time series analysis / Unemployment

The Stock Market Crash Really Did Cause the Great Recession Roger E.A. Farmer1 Department of Economics, UCLA 8283 Bunche Hall Box[removed]

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Source URL: www.rogerfarmer.com

Language: English - Date: 2014-08-01 20:14:08
159Earth / EVI / Advanced Very High Resolution Radiometer / Leaf Area Index / Cointegration / Sz / Ordinary least squares / Revised Simple Biosphere Model / Remote sensing / Statistics / Normalized Difference Vegetation Index

2584 IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, VOL. 38, NO. 6, NOVEMBER 2000 Effect of Orbital Drift and Sensor Changes on the Time Series of AVHRR Vegetation Index Data

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Source URL: cybele.bu.edu

Language: English - Date: 2001-02-20 16:15:41
160Economics / Cointegration / Vector autoregression / Unit root / Time series / Economic model / Error correction model / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Econometrics

JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Book Review II. http://www.jstatsoft.org/ Reviewer: Dirk Eddelbuettel

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2009-04-08 21:16:19
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