<--- Back to Details
First PageDocument Content
Econometrics / Fellows of the Econometric Society / Autoregressive–moving-average model / JMulTi / Vector autoregression / Unit root test / Autoregressive conditional heteroskedasticity / Søren Johansen / Methodology of econometrics / Statistics / Time series analysis / Economics
Date: 2013-10-25 12:26:13
Econometrics
Fellows of the Econometric Society
Autoregressive–moving-average model
JMulTi
Vector autoregression
Unit root test
Autoregressive conditional heteroskedasticity
Søren Johansen
Methodology of econometrics
Statistics
Time series analysis
Economics

January 7, 2013 Curriculum Vitae

Add to Reading List

Source URL: www.diw.de

Download Document from Source Website

File Size: 116,39 KB

Share Document on Facebook

Similar Documents

Economy / Finance / Money / Foreign exchange market / International finance / Interest rates / Statistical tests / Time series analysis / Interest rate parity / Swiss franc / Currency pair / Unit root test

Is Switzerland an Interest Rate Island After All? Time Series and Non-Linear Switching Regime Evidence Lars P. Feld und Ekkehard A. Köhler 15/08

DocID: 1qY29 - View Document

Time series analysis / Pricing / Economy / Commodity markets / Energy economics / Statistical tests / Marketing / Statistics / Stationary process / Unit root test / Price of oil / Trend stationary

Globalization of Steam Coal Markets

DocID: 1qv6S - View Document

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

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

DocID: 1oV05 - View Document

Time series analysis / Statistical tests / Unit root test / Augmented DickeyFuller test / DickeyFuller test / Unit root / Null hypothesis / Statistical hypothesis testing / Statistics / Stationary process / F-test / Economic growth

HONG KONG INSTITUTE FOR MONETARY RESEARCH TESTING FOR OUTPUT CONVERGENCE: A RE-EXAMINATION Yin-wong Cheung and Antonio Garcia-Pascual

DocID: 1oGOD - View Document

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

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

DocID: 1nU1B - View Document