Cointegration

Results: 310



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231Time series analysis / Econometrics / Financial markets / Cointegration / Stumpage / Market integration / Supply and demand / Efficient-market hypothesis / Inflation / Economics / Statistics / Mathematical finance

JEFFREY P. PRESTEMON AND THOMAS P.HOLMES Catastrophic shocks to existing stocks of a renewable resource can cause long-run price shifts. With timber, these long-run price shifts may be accompanied by a short-run price dr

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Source URL: www.srs.fs.usda.gov

Language: English - Date: 2013-12-08 15:21:45
232Monetary 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
233

The Power of Cointegration Tests

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Source URL: www.federalreserve.gov

- Date: 2008-10-16 15:56:57
    234Error correction model / Cointegration / Vector autoregression / Mohammad Hashem Pesaran / Economic model / Macroeconomic model / Normal distribution / Statistics / Econometrics / Time series analysis

    Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2012-11-09 14:20:11
    235Pricing / Inflation / Economic model / Phillips curve / Price of petroleum / Macroeconomic model / Granger causality / Cointegration / Unemployment / Economics / Time series analysis / Macroeconomics

    PDF Document

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2001-09-12 18:01:11
    236International development / International relations / Poverty / Economic inequality / Development aid / Official development assistance / Income distribution / Cointegration / Welfare / Aid / Development / Economics

    The Effect of Foreign Aid on Income Inequality: Evidence from Panel Cointegration by Dierk Herzer Peter Nunnenkamp

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    Source URL: www.ifw-members.ifw-kiel.de

    Language: English - Date: 2014-02-05 04:04:43
    237Time series analysis / Regression analysis / Estimation theory / Cointegration / Ordinary least squares / Delta method / T-statistic / Statistics / Econometrics / Parametric statistics

    Multivariate Fractional Integration and Cointegration By Morten Ørregaard Nielsen A dissertation submitted to The Faculty of Social Sciences

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    Source URL: www.amstat.org

    Language: English - Date: 2005-08-19 11:17:06
    238Estimation theory / M-estimators / Statistical theory / Cointegration / Maximum likelihood / Regression analysis / Structural break / Autoregressive conditional heteroskedasticity / Parameter / Statistics / Econometrics / Time series analysis

    BOSTON UNIVERSITY GRADUATE SCHOOL OF ARTS AND SCIENCES Dissertation ESSAYS ON STRUCTURAL CHANGE, LONG MEMORY AND

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    Source URL: www.amstat.org

    Language: English - Date: 2006-09-15 09:40:29
    239Cointegration / Unit root / Vector autoregression / Macroeconomic model / Economic model / Forecasting / Autoregressive integrated moving average / Error correction model / Regression analysis / Statistics / Time series analysis / Econometrics

    Econometric Forecasting Principles And Doubts: Unit Root Testing First, Last or Never

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    Source URL: www.umass.edu

    Language: English - Date: 2014-05-28 10:16:24
    240Statistical forecasting / Data analysis / Econometric models / Forecasting / Error correction model / Vector autoregression / Cointegration / Forecast error / Statistics / Time series analysis / Econometrics

    Levels, differences and ECMs – Principles for Improved Econometric Forecasting Appendix Table A1 Sources for pairwise comparison of estimating different vector autoregression models Strategies (number of cointegrating

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    Source URL: www.umass.edu

    Language: English - Date: 2014-05-28 10:16:25
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