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Search result for [ subject:"Cointegration."]

6 records (0.02s)· Page 1 of 1 • 1

1.

Unit roots, cointegration and struct...

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Kim, In-Moo.
- Unit roots, cointegration and structural change /
- by: Kim, In-Moo.; Maddala, G. S.
- Language materials, printed : Monograph/item
- Publisher: Cambridge University Press,
- Place of Publication: New York :
- Year of Publication: 1998
- ISBN: 0521582571; 0521587824
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
2.

New directions in econometric practi...

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Charemza, Wojciech.
- New directions in econometric practice :general to specific modelling, cointegration, and vector autoregression /
- by: Charemza, Wojciech.; Deadman, Derek.
- Language materials, printed : Monograph/item
- Publisher: Edward Elgar Pub.,
- Place of Publication: Lyme, N.H. :
- Year of Publication: 1997
- ISBN: 1858986001; 1858986036
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
3.

Long-run economic relationships :rea...

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Engle, R. F.
- Long-run economic relationships :readings in cointegration /
- by: Engle, R. F.; Granger, C. W. J. (1934-)
- Language materials, printed : Monograph/item
- Language: 英文
- Publisher: Oxford University Press,
- Place of Publication: Oxford :
- Year of Publication: 1991
- ISBN: 0198283385; 0198283393
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
4.

Cointegration, causality, and foreca...

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Engle, R. F.
- Cointegration, causality, and forecasting :a festschrift in honour of Clive W.J. Granger /
- by: Engle, R. F.; Granger, C. W. J. (1934-); White, Halbert.
- Language materials, printed : Monograph/item
- Publisher: Oxford University Press,
- Place of Publication: Oxford ;
- Year of Publication: 1999
- ISBN: 0198296835
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
5.

The cointegrated VAR model :methodol...

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Juselius, Katarina.
- The cointegrated VAR model :methodology and applications /
- by: Juselius, Katarina.
- Language materials, printed : Monograph/item
- Language: 英文
- Publisher: Oxford University Press,
- Place of Publication: Oxford ;
- Year of Publication: 2006
- ISBN: 0199285667; 0199285675; 9780199285662; 9780199285679
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
6.

Nonstationary time series analysis a...

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Hargreaves, Colin P.
- Nonstationary time series analysis and cointegration /
- by: Hargreaves, Colin P.
- Language materials, printed : Monograph/item
- Publisher: Oxford University Press,
- Place of Publication: Oxford [England] ;
- Year of Publication: 1994
- ISBN: 0198773919; 0198773927; 9780198773917; 9780198773924
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)

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