Call for Expression of Interest AERC Technical Workshop on Time Series Econometrics AERC was established in 1988 and is one of the most active policy-relevant economic capacity building organizations in the world, with a

Source URL: aercafrica.org

• Econometrics
• Mathematical finance
• Error correction model
• Error detection and correction
• Cointegration

An International Journal of the Polish Statistical Association

Source URL: pts.stat.gov.pl

• Econometrics
• Time series models
• Time series analysis
• Econometricians
• Cointegration
• Mathematical finance
• Vector autoregression
• Statistics
• Sampling

Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey Abstract Energy and especially electricity consumption is a variable that can be also considered as the indication of the social

Source URL: kspjournals.org

• Econometrics
• Time series analysis
• Energy policy
• Energy consumption
• Electric energy consumption
• Energy development
• Cointegration
• Economic growth
• Unit root
• Sustainability

Testing the Market Integration in Regional Cantaloupe & Mellon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto, & Parr Rosson Department of AgEcon

Source URL: cnas.tamu.edu

• Time series analysis
• Statistical tests
• Econometrics
• Mathematical finance
• Cointegration
• Error correction model
• Likelihood-ratio test
• Unit root
• Augmented DickeyFuller test
• Middle East Policy Council

Modeling and Forecasting Cointegrated Variables: Some Practical Experience Timothy A. Duy* and Mark A. Thoma Although the issue of identifying cointegrating relationships between time-series variables has become increasi

Source URL: pages.uoregon.edu

• Time series models
• Econometrics
• Time series analysis
• Mathematical finance
• Regression analysis
• Error correction model
• Vector autoregression
• Cointegration
• Economic model
• Forecasting
• Macroeconomic model
• Autoregressive integrated moving average

Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto and Parr Rosson* Abstract: This paper examines the integr

Source URL: cnas.tamu.edu

• Mathematical finance
• Time series analysis
• Cointegration
• Econometrics
• Johansen test
• Error correction model
• Tariff
• North American Free Trade Agreement

Occasional Newsletter of the Association for Integrity and Responsible Leadership in Economics and Associated Professions (www.AIRLEAP.org) December 22, 2015

Source URL: www.airleap.org

• Stephen Ziliak
• Econometrics
• Deirdre McCloskey
• EJW
• Libertarianism
• Econ Journal Watch
• Economics
• Cointegration

Journal of International Economics–273 www.elsevier.nl / locate / econbase Long-run PPP may not hold after all Charles Engel* Department of Economics, University of Washington and NBER, Box, Seattl

Source URL: www.ssc.wisc.edu

• Statistics
• Time series analysis
• Statistical tests
• Statistical theory
• Statistical inference
• Unit root
• Error correction model
• Cointegration
• Augmented DickeyFuller test
• DickeyFuller test
• KPSS test
• PhillipsPerron test

Measuring Non-Tariff Barriers by Combining Cointegration Tests and Simulation Models with an Application to Russian Chicken Imports Byung Min Soon, Department of Agricultural and Applied Economics, University of Missouri

Source URL: ageconsearch.umn.edu

Cointegration ● Problem with differencing is that lose valuable long run information in the data ● One possible solution to this is cointegration methods which get long run solutions from non stationary variables Def

Source URL: carecon.org.uk