Showing 1 - 20 results of 29 for search '"cointegration"', query time: 0.04s Refine Results
  1. 1

    The cointegrated VAR model : methodology and applications / by Juselius, Katarina

    Published 2006
    Table of Contents: “…Estimation in the I (1) model -- 8. Determination of cointegration rank -- 3. Testing hypotheses on cointegration: 9. …”
    Book
  2. 2
  3. 3

    Unit roots, cointegration, and structural change / by Maddala, G. S.

    Published 1999
    Table of Contents: “…Introduction and basic concepts -- Pte.2. Unit roots and cointegration -- Pte.3. Extensions of the basic model -- Pte.4. …”
    Book
  4. 4

    A primer on unit-roots and cointegration by Sosa Escudero, Walter Esteban

    Published 2000
    Book
  5. 5

    A score test for seasonal fractional integration and cointegration by Silvapulle, Paramsothy

    Published 1996
    Book
  6. 6
  7. 7
  8. 8

    Money demand in Venezuela : multiple cycle extraction in a cointegration framework by Cuevas, Mario A

    Published 2002
    Book
  9. 9
  10. 10
  11. 11
  12. 12
  13. 13
  14. 14
  15. 15
  16. 16
  17. 17
  18. 18
  19. 19

    Time series analysis / by Hamilton, James Douglas

    Published 1994
    Table of Contents: “…Unit roots in multivariate time series -- 19. Cointegration -- 20. Full-information maximum likelihood analysis of cointegrated systems -- 21. …”
    Get full text
    Book
  20. 20

    The econometrics of energy systems /

    Published 2007
    Table of Contents: “…Delineation of energy markets with cointegration techniques / Régis Bourbonnais and Patrice Geoffron -- 9. …”
    Introducción y tabla de contenidos
    Book