Cointegration

Results: 310



#Item
1

Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 10 Vector Error Correction (VEC): Johansen technique of cointegration testing, empirical appl

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Source URL: peterfoldvari.com

Language: English - Date: 2012-09-29 08:04:56
    2

    Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 6 Econometric techniques for non-stationary series 1: Cointegration and Error-Correction mode

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    Source URL: peterfoldvari.com

    Language: English - Date: 2012-09-29 08:04:25
      3Economy / Economics / Macroeconomics / Monetary policy / Inflation / Cointegration / Mathematical finance / Time series analysis / Keynesian economics / Full employment / Unemployment / Inflationism

      40 The Employment –Wage Relationship: Was Keynes right after all?* Nicholas Apergis University of Piraeus Ioannis Theodosiou University of Aberdeen & University of Macedonia at Thessaloniki

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      Source URL: sites.bemidjistate.edu

      Language: English - Date: 2015-12-08 19:36:56
      4Statistics / Mathematical analysis / Time series analysis / Economy / Mathematical finance / Error correction model / Error detection and correction / Purchasing power parity / Cointegration / Unit root / Normal distribution / Distribution

      Journal of EMPIRICAL ELSEVIER Journal of Empirical Finance

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      Source URL: econ.ucsb.edu

      Language: English - Date: 2011-06-16 18:31:33
      5Mathematical finance / Economy / Options / Finance / Money / Cointegration / Futures contract / Derivative / Mean reversion / Spread option / Calendar spread / OrnsteinUhlenbeck process

      Microsoft Word - SpreadOption-conference1-tk.doc

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      Source URL: www.bbk.ac.uk

      Language: English - Date: 2007-03-27 13:46:57
      6Demography / Ageing / Human geography / Retirement / Error correction model / Economic growth / Cointegration / Population ageing / Old age / Economics

      REP_P_Jaeger_und_T_Schmidt_04_05_2015.pdf

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      Source URL: www.rwi-essen.de

      Language: English - Date: 2015-05-19 04:38:42
      7Energy / Economics / Economy / Energy policy / Energy economics / Time series analysis / Energy consumption / Energy development / Error correction model / Cointegration / Economic growth / Electric energy consumption

      Microsoft Word - nondo_Khasai_PVS_COMESA Final

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      Source URL: rri.wvu.edu

      Language: English - Date: 2013-04-01 15:53:23
      8Econometrics / Time series analysis / Statistics / Economics / Time series models / Mathematical finance / Energy economics / Cointegration / Error correction model / Unit root / Granger causality / Vector autoregression

      This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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      Source URL: sure-infrastructure.leeds.ac.uk

      Language: English - Date: 2014-05-09 08:18:31
      9Time series analysis / Statistics / Econometrics / Formal sciences / Noise / Economic model / Cointegration / Granger causality / Autoregressive conditional heteroskedasticity / Autoregressivemoving-average model / Maximum likelihood estimation / Scientific modelling

      Microsoft Word - slides.docx

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      Source URL: web.uvic.ca

      Language: English - Date: 2014-07-04 18:43:12
      10Mathematical finance / Options / Econometrics / Financial markets / Cointegration / Time series analysis / Futures contract / Mean reversion / Derivative / Spread option / Calendar spread / OrnsteinUhlenbeck process

      Microsoft Word - SpreadOption-conference1-tk.doc

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      Source URL: www.bbk.ac.uk

      Language: English - Date: 2007-03-27 13:47:17
      UPDATE