Date: 2009-07-22 15:59:27Time 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 | | 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 increasiAdd to Reading ListSource URL: pages.uoregon.eduDownload Document from Source Website File Size: 116,75 KBShare Document on Facebook
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