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Fellows of the Econometric Society / Econometrics / Mathematical finance / Autoregressive conditional heteroskedasticity / Clive Granger / Robert F. Engle / Cointegration / Granger causality / Time series / Time series analysis / Statistics / Economics


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Document Date: 2010-01-07 03:19:21


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City

Professor R / Oxford / Amsterdam / San Diego / /

Company

BXt / Princeton University Press / Imperial College Press / /

Country

Netherlands / Korea / /

Event

Man-Made Disaster / /

Facility

The ARCH / University of Hong Kong / Conrad Hotel / New York University / Granger The Oxford Causality University / W.K. Li The University of Hong Kong The / The University of Hong Kong / University of California / /

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IndustryTerm

lag operator / /

MarketIndex

Hang Seng 40 / /

Organization

New York University / Department of Economics / Organising Committee / Korean Statistical Society / Princeton University / Organizing Committee / Hong Kong Statistical Society c/o Department of Statistics & Actuarial Science / Professor Society / HKSS / University of Hong Kong / US Treasury / University of California / San Diego / /

Person

Nelson / Philip Hu / ARCH HSI / Philip Yu / C.W.J. Granger / R.F. Engle / Clive Granger / John Hon-kwan / Hu Hsiao-Sheng / W.K. Li / Ng / /

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Position

Editor / model for time series exhibiting cointegration / form Rt / President / speaker / Rt / mean model / Secretary / author / model / Professor / Head of Yu / Page President / Hong Kong http /

ProvinceOrState

California / /

PublishedMedium

Journal of Econometrics / Econometrica / /

Technology

t-1 / /

URL

http /

SocialTag