Podobné jednotky: Granger's representation theorem and multicointegration
- Analýza ekonomických časových řad s příklady
- Analýza ekonomických časových řad s příklady
- Spectral Analysis and Time Series Volume 1: Univariate Series. Volume 2: Multivariate Series, Prediction and Control
- Polynomially cointegrated systems and their representations <a> synthesis
- Essays in econometrics: collected papers of Clive W. J. Granger
- Fixed point theorems with applications to economics and game theory
Autor: Engsted, Tom
Autor: 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