Cointegration

Results: 310



#Item
281Mathematical finance / Statistical tests / Parametric statistics / Cointegration / Johansen test / T-statistic / Vector autoregression / Regression analysis / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Time series analysis

Econometrics Journal (2002), volume 5, pp. 285–318. Distributions of error correction tests for cointegration N EIL R. E RICSSON† AND JAMES G. M AC K INNON‡ † Stop

Add to Reading List

Source URL: qed.econ.queensu.ca

Language: English - Date: 2003-01-08 10:39:32
282Economics / Macroeconomics / Gross domestic product / Government budget deficit / Deficit spending / Government spending / Economy of the United States / Lesotho / Cointegration / Fiscal policy / Public finance / Public economics

Economic Analysis & Policy, Vol. 43 No. 3, december[removed]The Growth of Government Spending in Lesotho Retselisitsoe I. Thamae Department of Economics, National University of Lesotho,

Add to Reading List

Source URL: www.eap-journal.com

Language: English - Date: 2014-01-06 00:29:41
283Fiscal policy / Public finance / Automatic stabilizer / Macroeconomic policy / Cointegration / Tax / Government budget deficit / Fiscal multiplier / Gross domestic product / Economics / Macroeconomics / Economic policy

Economic Analysis & Policy, Vol. 43 No. 3, december[removed]The Role of Taxes as an Automatic Stabilizer: Evidence from Turkey Hüseyin ŞEN Yıldırım Beyazıt University, Faculty of Political Sciences,

Add to Reading List

Source URL: www.eap-journal.com

Language: English - Date: 2014-01-06 00:34:21
284Mathematics / Characteristic function / Probability theory / Mathematical analysis

Weak Convergence to the Matrix Stochastic R1 Integral 0 BdB 0 in the Gaussian Case, with Application to Likelihood-Based Cointegration Analysis

Add to Reading List

Source URL: econ.la.psu.edu

Language: English - Date: 2010-04-22 13:52:53
285Time series / Cointegration

Statistics and Econometrics[removed]Time Series Analysis Professor Peter Hansen Email: [removed] Office Hours: tba.

Add to Reading List

Source URL: www.eui.eu

Language: English - Date: 2014-03-26 10:57:32
286Economics / Statistics / Cointegration / Mathematical finance / Business / Export / Unit root / International trade / Econometrics / Time series analysis

One of the most important macroeconomic objectives of the Sub-Saharan African countries and particularly Somalia is that of ac

Add to Reading List

Source URL: jesr.journal.fatih.edu.tr

Language: English - Date: 2005-10-11 08:15:33
287Economic theories / Mathematical finance / Econometrics / Real interest rate / Efficient-market hypothesis / Real versus nominal value / Cointegration / Fisher equation / Fisher hypothesis / Economics / Inflation / Interest rates

Equity Returns and Inflation: The Puzzlingly Long Lags This draft May 2001; first draft December 1997

Add to Reading List

Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:27
288Multivariate statistics / Vector autoregression / Mathematical finance / Data analysis / Euro / Economic model / Reduced form / Covariance matrix / Cointegration / Statistics / Econometrics / Time series analysis

Fiscal Spillovers in the Euro Area Guglielmo Maria Caporale*

Add to Reading List

Source URL: jamesrlothian.com

Language: English - Date: 2012-10-22 22:03:18
289Time series analysis / Fellows of the Econometric Society / Cointegration / Mathematical finance / Macroeconomics / Søren Johansen / Economic model / Regression analysis / Causality / Statistics / Econometrics / Economics

Clive W.J. Granger - Nobel Lecture

Add to Reading List

Source URL: www.nobelprize.org

Language: English - Date: 2013-10-18 06:45:54
290Time series analysis / Estimation theory / Actuarial science / Regression analysis / Cointegration / Global climate model / Linear regression / Economic model / Outline of regression analysis / Statistics / Econometrics / Science

Microsoft Word - Climatic Chang

Add to Reading List

Source URL: www.economics.rpi.edu

Language: English - Date: 2004-06-02 11:36:55
UPDATE