Ähnliche Einträge: Workbook on cointegration
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Bayesian inference in dynamic econometric models advanced texts in econometrics
- Dynamic econometrics
- <A> Course in Econometrics
- Odhad vektorových modelov s korekčným členom v systéme R
- Introduction to the practice of statistics 4.0 includes E.E.S.E.E. case studies
Verfasser: Hansen, Peter Reinhard
Verfasser: Johansen, Soren
- <A> Small sample correction for tests of hypotheses on the cointegrating vectors
- <A> Bartlett correction factor for tests on the cointegrating relations
- <A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
- <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- Controlling inflation in a cointegrated vector autoregressive model with an application to US data
- Mathematical and statistical modelling of cointegration