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Time 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
Date: 2009-07-22 15:59:27
Time 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 increasi

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