Testing for cointegration using Engle-Granger methodology
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Testing for cointegration using Engle-Granger methodology
- Conditional heteroscedasticity and testing of the Granger causality: Case of Slovakia
- Pairs trading: Using cointegration testing for identification of trading pairs
- Analysis of Monetary and Fiscal Policies in Iran Using Cointegration and Superexogeneity Tests
- Purchasing power parity and cointegration
- Using cointegration analysis in econometric modelling
- Granger's representation theorem and multicointegration