<--- Back to Details
First PageDocument Content
Statistical tests / Mathematical finance / Cointegration / Unit root / Noise / Autoregressive integrated moving average / Phillips–Perron test / Error correction model / Time series / Statistics / Time series analysis / Econometrics
Date: 2012-07-05 15:37:44
Statistical tests
Mathematical finance
Cointegration
Unit root
Noise
Autoregressive integrated moving average
Phillips–Perron test
Error correction model
Time series
Statistics
Time series analysis
Econometrics

http://www.springer.com Contents Part I Theoretical Concepts 1

Add to Reading List

Source URL: www.pfaffikus.de

Download Document from Source Website

File Size: 76,21 KB

Share Document on Facebook

Similar Documents

Statistical tests / Mathematical finance / Cointegration / Unit root / Noise / Autoregressive integrated moving average / Phillips–Perron test / Error correction model / Time series / Statistics / Time series analysis / Econometrics

http://www.springer.com Contents Part I Theoretical Concepts 1

DocID: 18cLW - View Document

Econometrics / Regression analysis / Durbin–Watson statistic / Model selection / Augmented Dickey–Fuller test / Dickey–Fuller test / Phillips–Perron test / Coefficient of determination / T-statistic / Statistics / Statistical tests / Time series analysis

‫ﺍﻟﻤﻼﺤﻕ‬ ‫ﻤﻠﺤﻕ ﺭﻗﻡ )‪ (1‬ﺒﻴﺎﻨﺎﺕ ﺍﻟﺩﺭﺍﺴﺔ‬ ‫‪SO‬‬ ‫‪1461‬‬ ‫‪3335‬‬ ‫‪1884‬‬

DocID: Wbt0 - View Document

Dickey–Fuller test / Cointegration / Phillips–Perron test / Unit root test / Breusch–Godfrey test / Distributed lag / Unit root / Autocorrelation / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Statistical tests

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data

DocID: M1nY - View Document

Statistical tests / Econometrics / Mathematical finance / Cointegration / Johansen test / Unit root / Vector autoregression / Quantity theory of money / Phillips–Perron test / Statistics / Time series analysis / Economics

The Quantity Theory of Money: Evidence from the United States Jamie Emerson

DocID: 3VgQ - View Document