Johansen test

Results: 17



#Item
1Mathematical finance / Time series analysis / Cointegration / Econometrics / Johansen test / Error correction model / Tariff / North American Free Trade Agreement

Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto and Parr Rosson* Abstract: This paper examines the integr

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Source URL: cnas.tamu.edu

Language: English - Date: 2012-09-11 15:29:51
2Consumer theory / Economic theories / Marketing / Asymmetric price transmission / Inflation / Supply and demand / Futures contract / Error detection and correction / Johansen test / Economics / Pricing / Time series analysis

Have Indonesian Rubber Processors Formed a Cartel? Analysis of Intertemporal Marketing Margin Manipulation Thomas Kopp1, Zulkifli Alamsyah², Raja Sharah Fatricia3 and Bernhard Brümmer4 1

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Source URL: ageconsearch.umn.edu

Language: English - Date: 2014-08-21 08:10:46
3Economics / Mathematical finance / Cointegration / Johansen test / Unit root / Error correction model / Instrumental variable / Statistical hypothesis testing / Vector autoregression / Statistics / Time series analysis / Econometrics

Real Output Co-movements in East Asia: A Cointegration Approach

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:47:58
4Time series analysis / Econometrics / Mathematical finance / Linear algebra / Abstract algebra / Cointegration / Johansen test / Unit root / GAUSS / Algebra / Statistics / Mathematics

Package ‘urca’ June 6, 2013 VersionDateTitle Unit root and cointegration tests for time series data Depends R (>= 2.0.0), methods

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Source URL: www.pfaffikus.de

Language: English - Date: 2013-06-10 15:43:58
5Statistical tests / Mathematical finance / Statistical inference / Cointegration / Resampling / Bootstrapping / Unit root / Dickey–Fuller test / Johansen test / Statistics / Time series analysis / Econometrics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Fina

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Source URL: www.federalreserve.gov

Language: English - Date: 2011-04-11 11:55:19
6Software / Diff3 / Test suite / System under test / Unit testing / Null / Merge / Statistical hypothesis testing / Software testing / Statistics / Software development

INF9290 Project Report: Testing Eclipse Compare’s Algorithm for Three-way Merging Martin Fagereng Johansen June 4, [removed]

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Source URL: www.uio.no

Language: English
7Mathematical finance / Cointegration / Unit root / Johansen test / Vector autoregression / Regression analysis / Statistical hypothesis testing / Economic model / Stationary process / Statistics / Time series analysis / Econometrics

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Source URL: federalreserve.gov

Language: English - Date: 2008-01-17 10:48:13
8Immunology / Immune system / Perfume allergy / Patch test / Dermatitis / Contact dermatitis / Eczema / Allergen / Allergy / Medicine / Health / Allergology

Skin allergy to chemicals  ‐ clinical, epidemiological and public health  perspectives Jeanne Duus Johansen National Allergy Research Centre

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Source URL: ec.europa.eu

Language: English - Date: 2013-10-09 06:51:40
9Mathematical finance / Cointegration / Unit root / Johansen test / Vector autoregression / Regression analysis / Statistical hypothesis testing / Economic model / Stationary process / Statistics / Time series analysis / Econometrics

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-01-17 10:48:13
10Econometrics / Economy of Ukraine / Cointegration / Johansen test / PFTS index / Error correction model / Vector autoregression / Swiss Market Index / PFTS Ukraine Stock Exchange / Statistics / Time series analysis / Mathematical finance

Microsoft Word - V_1_07_Art_45_MMOTI_Emmenegger Bardadym Golikova

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Source URL: www.aticmd.md

Language: English - Date: 2014-04-07 06:27:18
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