<--- Back to Details
First PageDocument Content
Economics / Mathematical finance / Cointegration / Johansen test / Unit root / Error correction model / Instrumental variable / Statistical hypothesis testing / Vector autoregression / Statistics / Time series analysis / Econometrics
Date: 2013-01-15 18:47:58
Economics
Mathematical finance
Cointegration
Johansen test
Unit root
Error correction model
Instrumental variable
Statistical hypothesis testing
Vector autoregression
Statistics
Time series analysis
Econometrics

Real Output Co-movements in East Asia: A Cointegration Approach

Add to Reading List

Source URL: www.mssanz.org.au

Download Document from Source Website

File Size: 299,24 KB

Share Document on Facebook

Similar Documents

Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 9 Vector Autoregression (VAR) techniques: motivation and applications. Estimation procedure.

DocID: 1vpu3 - View Document

Economics / Statistics / Statistical theory / Dynamic stochastic general equilibrium / Econometrics / Bayesian statistics / Bayesian vector autoregression / Macroeconomic model / Bayesian inference / Bayesian / Prior probability / Vector autoregression

University of Vienna Vienna Graduate School of Economics Empirical Macroeconomics: Models and Methods Spring Semester 2013 Thomas A. Lubik

DocID: 1rqtQ - View Document

Economy / Economics / Macroeconomics / Production economics / Economic growth / Time series models / Real business-cycle theory / Shock / Productivity / Business cycle / Vector autoregression / Technology shock

Microsoft Word - WP2016-19.doc

DocID: 1riZB - View Document

Statistics / Regression analysis / Simultaneous equation methods / Probability theory / Instrumental variable / Vector autoregression / Reduced form / Income tax in the United States / Taxation in the United States / Shock / Tax / Covariance

The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States∗ Karel Mertens and Morten O. Ravn March 20, 2012 Abstract

DocID: 1rc41 - View Document

Frequency modulation / Vector autoregression

RCEA Bayesian Econometrics WorkshopConditional forecasting with BVAR model for Russia the role of oil prices and economic sanctions

DocID: 1qYCL - View Document