Cointegration

Results: 310



#Item
171Monetary inflation / Interest / Hyperinflation / Cointegration / Monetary economics / Economic model / Economics / Inflation / Demand for money

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 943 September[removed]Constructive Data Mining:

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-09-25 16:42:51
172Pricing / Business / Peak oil / Fuel gas / Petroleum production / Price of petroleum / Energy crisis / Petroleum / West Texas Intermediate / Economics / Soft matter / Natural gas

Microsoft Word - Oil-Gas-Cointegration[removed]_posted_.doc

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Source URL: www.eia.doe.gov

Language: English - Date: 2006-10-02 13:45:04
173Time series analysis / Macroeconomics / Multivariate statistics / Statistical models / Cointegration / Vector autoregression / Error correction model / David Forbes Hendry / Mohammad Hashem Pesaran / Statistics / Econometrics / Economics

Microsoft Word - Ericsson_Neil_ISF2011.docx

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Source URL: www.albany.edu

Language: English - Date: 2011-11-09 18:08:10
174Econometrics / Unit root / Dickey–Fuller test / Markov chain / Structural break / Cointegration / F-test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 683 September 2000

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-10-02 09:38:08
175Fellows of the Econometric Society / Søren Johansen / OxMetrics / Peter C. B. Phillips / Cointegration / Financial econometrics / Peter Reinhard Hansen / Neil Shephard / Statistics / Economics / Econometrics

Curriculum Vitae of Morten Ørregaard Nielsen September 26, 2014 PERSONAL INFORMATION Name

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Source URL: www.econ.queensu.ca

Language: English - Date: 2014-09-26 11:44:41
176Funds / Exchange-traded funds / Commodities market / Financial markets / Futures contract / Commodity tick / ETF Securities / Cointegration / Commodity market / Financial economics / Investment / Finance

Analysis of the Relation of Corn and Soybeans Futures and ETF Prices Stoyu I. Ivanov San Jose State University Abstract: In this study I examine the relation between corn and soybeans

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Source URL: ecedweb.unomaha.edu

Language: English - Date: 2011-06-08 17:34:48
177Mathematical finance / Cointegration / Unit root / Johansen test / Vector autoregression / Regression analysis / Statistical hypothesis testing / Economic model / Stationary process / Statistics / Time series analysis / Econometrics

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-01-17 10:48:13
178

Cointegration Tests in the Presence of Structural Breaks

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Source URL: www.federalreserve.gov

- Date: 2008-10-16 15:56:19
    179

    Cointegration, Exogeneity, and Policy Analysis: An Overview

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    Source URL: www.federalreserve.gov

    - Date: 2008-10-16 15:56:47
      180

      Cointegration, Seaesonality, Encompassing, and the Demand for Money in the United Kingdom

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      Source URL: www.federalreserve.gov

      - Date: 2008-10-16 15:56:32
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