Seasonal Integration and Cointegration, (1955-1984)

Seasonal Integration and Cointegration, (1955-1984) PDF Author:
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Languages : en
Pages :

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Cf.: http://dx.doi.org/10.3886/ICPSR01041.v1.

Seasonal Integration and Cointegration, (1955-1984)

Seasonal Integration and Cointegration, (1955-1984) PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
Cf.: http://dx.doi.org/10.3886/ICPSR01041.v1.

Seasonal Integraton and Cointegration (1955-1984)

Seasonal Integraton and Cointegration (1955-1984) PDF Author:
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Languages : en
Pages :

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These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.

Analysis of Integrated and Cointegrated Time Series with R

Analysis of Integrated and Cointegrated Time Series with R PDF Author: Bernhard Pfaff
Publisher: Springer Science & Business Media
ISBN: 0387759670
Category : Business & Economics
Languages : en
Pages : 193

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Book Description
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.

Seasonal Integration and Cointegration

Seasonal Integration and Cointegration PDF Author: S. Hylleberg
Publisher:
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Category :
Languages : en
Pages : 26

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Seasonal Integration and Cointegration

Seasonal Integration and Cointegration PDF Author: Niels Haldrup
Publisher:
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Category :
Languages : en
Pages : 115

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Tests of seasonal integration and cointegration in multivariate unobserved component models

Tests of seasonal integration and cointegration in multivariate unobserved component models PDF Author: Fabio Busetti
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 52

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Test of Seasonal Integration and Cointegration in Multivariate Unobserved Component Models

Test of Seasonal Integration and Cointegration in Multivariate Unobserved Component Models PDF Author: Fabio Busetti
Publisher:
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Category :
Languages : en
Pages : 40

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Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change PDF Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528

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Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Testing for Seasonal Integration and Seasonal Cointegration

Testing for Seasonal Integration and Seasonal Cointegration PDF Author: Gerhard Thury
Publisher:
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Category :
Languages : en
Pages : 26

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A Score Test for Seasonal Fractional Integration and Cointegration

A Score Test for Seasonal Fractional Integration and Cointegration PDF Author: Param Silvapulle
Publisher:
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Category : Cointegration
Languages : en
Pages : 38

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