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Cointegration
Results: 310

#	Item
161	strucchange: An R Package for Testing for Structural Change in Linear Regression Models Achim Zeileis Friedrich Leisch Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 16:38:38 Time series analysis Parametric statistics Statistical tests Ordinary least squares Linear regression Least squares Chow test Cointegration T-statistic Statistics Econometrics Regression analysis
162	Growth Trends and Cycles in the American Postwar Period, with Implications for Policy Add to Reading List Source URL: www.levyinstitute.org Language: English - Date: 2013-02-11 16:43:06 Econometrics Time series analysis Real business cycle theory Cointegration Vector autoregression Economic model Keynesian economics Econometric model Unit root Macroeconomics Economics Statistics
163	Two Thoughts About Cointegration and the SVD Bryan Lewis [removed] http://SciDB.org http://paradigm4.com Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2012-05-12 15:33:14 Numerical linear algebra Time series analysis Econometrics Mathematical finance Cointegration Singular value decomposition Rank Algebra Mathematics Linear algebra
164	v United States Department of Agriculture Forest Service Add to Reading List Source URL: www.fs.fed.us Language: English - Date: 2013-03-28 14:37:10 Logging Stumpage Market integration United States Forest Service Arbitrage Cointegration Economics Forestry Mathematical finance Financial markets
165	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-11-09 14:20:11 Error correction model Cointegration Vector autoregression Mohammad Hashem Pesaran Economic model Macroeconomic model Normal distribution Statistics Econometrics Time series analysis
166	Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellinoy Add to Reading List Source URL: www.ijf.hr Language: English - Date: 2013-10-21 09:30:44 Econometrics Mathematics Multivariate statistics Mathematical finance Vector autoregression Cointegration Autoregressive integrated moving average Dimensional analysis Eigenvalues and eigenvectors Statistics Algebra Time series analysis
167	Introduction FAVAR FECM Estimation MA representation Identification schemes Empirical example Monte Carlo Conclusi Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee (University of Bi Add to Reading List Source URL: www.ijf.hr Language: English - Date: 2013-10-21 09:04:29 Cointegration Mathematical finance Vector autoregression Hexadecimal Statistics Econometrics Time series analysis
168	Redundancy or Mismeasurement? A Reappraisal of Money Joshua R. Hendrickson∗ Forthcoming, Macroeconomic Dynamics Abstract The emerging consensus in monetary policy and business cycle analysis is that money Add to Reading List Source URL: economics.olemiss.edu Language: English - Date: 2013-05-20 12:31:15 Inflation Macroeconomics Time series analysis Divisia monetary aggregates index Demand for money Money supply Monetary policy Cointegration Monetary inflation Economics Monetary economics Econometrics
169	Package ‘egcm’ July 2, 2014 Type Package Title Engle-Granger cointegration models Version[removed]Date[removed] Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 11:42:49 Statistical tests Parametric statistics Covariance and correlation Cointegration Unit root Trend estimation Dickey–Fuller test F-test Variance Statistics Time series analysis Econometrics
170	Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2007-02-15 17:09:20 Econometrics Cointegration Mathematical finance Signal processing Nonlinear system Trend estimation Unit root Differential equation Martingale Statistics Time series analysis Stochastic processes

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