Fundraising September 15, 2024 – October 1, 2024 About fundraising

Using Cointegration Analysis in Econometric Modelling

Using Cointegration Analysis in Econometric Modelling

Richard I. D. Harris
2.0 / 2.0
0 comments
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed
Categories:
Business & Economics - Mathematical Economics
Year:
1995
Edition:
1
Publisher:
Prentice Hall
Language:
english
Pages:
92
ISBN 10:
0133558924
ISBN 13:
9780133558920
File:
PDF, 8.44 MB
IPFS:
CID , CID Blake2b
english, 1995
Read Online
Conversion to is in progress
Conversion to is failed

Most frequently terms

 
stationary
cointegration
testing
variables
trend
roots
tests
values
d.g.p
regression
seasonal
deterministic
modelling
approach
critical
equation
fuller
statistic
dickey
equilibrium
alternative
econometric
standard
models
stationarity
zero
adf
analysis
processes
relationship
underlying
error
sample
economic
discussed
dynamic
stochastic
figure
statistical
spurious
finite
vectors
necessary
obtained
involving
demand
perron
random
statistics
appropriate
banerjee
difference
differencing
estimating
frequency
rate
relationships
variance
adjustment
cent

Related Booklists