Similar Items: Unit roots, cointegration and structural change
- Unit root tests in time series key concepts and problems
- Using cointegration analysis in econometric modelling
- Polynomially cointegrated systems and their representations <a> synthesis
- <The> logistic diffusion approach to econometric modelling in the presence of evolutionary change
- Trading days, seasonal unit root, and variance change.
- Time-Series-Based Econometrics Unit Roots and Co-Integrations